United States
Over 2022 to 2026 (5 years of data), BURLUSUSD has tended to move long between 11.10 and 05.12, closing higher in 100.0% of those years for an average +35.84% move and an annualized Sharpe of 3.50.
Best window
11.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+35.84%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 100.0% | +35.84% | 3.50 | 4 |
| 11.10 → 24.11 | Long | 100.0% | +35.45% | 4.37 | 4 |
| 11.10 → 23.11 | Long | 100.0% |
| +35.42% |
| 4.42 |
| 4 |
| 11.10 → 10.12 | Long | 100.0% | +34.94% | 3.42 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +34.82% | 3.20 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +34.75% | 3.25 | 4 |
| 10.10 → 05.12 | Long | 100.0% | +34.59% | 3.50 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +34.53% | 3.37 | 4 |