United States
Over 2022 to 2026 (5 years of data), BROUSUSD has tended to move short between 06.10 and 01.11, closing higher in 100.0% of those years for an average +6.83% move and an annualized Sharpe of 3.68.
Best window
06.10 - 01.11
Direction
Short
Win rate
100.0%
Avg return
+6.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 01.11 | Short | 100.0% | +6.83% | 3.68 | 4 |
| 10.10 → 03.11 | Short | 100.0% | +6.83% | 3.68 | 4 |
| 10.10 → 04.11 | Short | 100.0% |
| +6.74% |
| 3.72 |
| 4 |
| 10.10 → 01.11 | Short | 100.0% | +6.70% | 3.98 | 4 |
| 05.10 → 01.11 | Short | 100.0% | +6.53% | 3.43 | 4 |
| 10.10 → 02.11 | Short | 100.0% | +6.47% | 3.52 | 4 |
| 09.10 → 01.11 | Short | 100.0% | +6.25% | 3.38 | 4 |
| 07.10 → 01.11 | Short | 100.0% | +6.24% | 3.54 | 4 |