United States
Over 2022 to 2025 (4 years of data), BURLUSUSD has tended to move short between 15.09 and 10.10, closing higher in 100.0% of those years for an average +12.03% move and an annualized Sharpe of 9.73.
Best window
15.09 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+12.03%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 10.10 | Short | 100.0% | +12.03% | 9.73 | 4 |
| 16.09 → 10.10 | Short | 100.0% | +11.85% | 12.44 | 4 |
| 17.09 → 10.10 | Short |
| 100.0% |
| +11.76% |
| 10.10 |
| 4 |
| 15.09 → 09.10 | Short | 100.0% | +11.44% | 7.20 | 4 |
| 16.09 → 09.10 | Short | 100.0% | +11.27% | 8.69 | 4 |
| 17.09 → 09.10 | Short | 100.0% | +11.17% | 7.52 | 4 |
| 15.09 → 07.10 | Short | 100.0% | +11.05% | 7.65 | 4 |
| 18.09 → 10.10 | Short | 100.0% | +11.01% | 8.34 | 4 |