United States
Over 2017 to 2026 (10 years of data), BSXUSUSD has tended to move long between 09.10 and 08.11, closing higher in 77.8% of those years for an average +2.10% move and an annualized Sharpe of 1.81.
Best window
09.10 - 08.11
Direction
Long
Win rate
77.8%
Avg return
+2.10%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.11 | Long | 77.8% | +2.10% | 1.81 | 9 |
| 09.10 → 07.11 | Long | 77.8% | +1.69% | 1.49 | 9 |
| 05.10 → 08.11 | Long | 77.8% |
| +1.57% |
| 2.11 |
| 9 |
| 07.10 → 08.11 | Long | 77.8% | +1.29% | 1.56 | 9 |
| 06.10 → 08.11 | Long | 77.8% | +1.05% | 1.17 | 9 |
| 10.10 → 07.11 | Long | 77.8% | +0.91% | 0.74 | 9 |
| 07.10 → 07.11 | Long | 77.8% | +0.88% | 1.17 | 9 |
| 06.10 → 07.11 | Long | 77.8% | +0.65% | 0.77 | 9 |