United States
Over 2022 to 2026 (5 years of data), BRXUSUSD has tended to move long between 11.10 and 10.11, closing higher in 100.0% of those years for an average +8.93% move and an annualized Sharpe of 3.39.
Best window
11.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+8.93%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.11 | Long | 100.0% | +8.93% | 3.39 | 4 |
| 08.10 → 11.11 | Long | 100.0% | +8.77% | 3.61 | 4 |
| 09.10 → 11.11 | Long | 100.0% |
| +8.75% |
| 3.61 |
| 4 |
| 11.10 → 11.11 | Long | 100.0% | +8.75% | 3.53 | 4 |
| 10.10 → 11.11 | Long | 100.0% | +8.28% | 3.33 | 4 |
| 07.10 → 11.11 | Long | 100.0% | +8.27% | 3.73 | 4 |
| 12.10 → 10.11 | Long | 100.0% | +7.99% | 3.39 | 4 |
| 06.10 → 11.11 | Long | 100.0% | +7.94% | 3.63 | 4 |