United States
Over 2022 to 2026 (5 years of data), BRUSUSD has tended to move short between 10.10 and 03.11, closing higher in 100.0% of those years for an average +4.62% move and an annualized Sharpe of 10.81.
Best window
10.10 - 03.11
Direction
Short
Win rate
100.0%
Avg return
+4.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 03.11 | Short | 100.0% | +4.62% | 10.81 | 4 |
| 06.10 → 03.11 | Short | 100.0% | +4.55% | 3.92 | 4 |
| 10.10 → 04.11 | Short | 100.0% |
| +4.49% |
| 9.96 |
| 4 |
| 09.10 → 03.11 | Short | 100.0% | +4.36% | 6.38 | 4 |
| 09.10 → 04.11 | Short | 100.0% | +4.23% | 6.16 | 4 |
| 11.10 → 03.11 | Short | 100.0% | +4.19% | 10.26 | 4 |
| 08.10 → 03.11 | Short | 100.0% | +4.13% | 5.71 | 4 |
| 11.10 → 04.11 | Short | 100.0% | +4.05% | 9.30 | 4 |