United States
Over 2022 to 2025 (4 years of data), BWAUSUSD has tended to move short between 20.09 and 02.11, closing higher in 100.0% of those years for an average +6.62% move and an annualized Sharpe of 2.16.
Best window
20.09 - 02.11
Direction
Short
Win rate
100.0%
Avg return
+6.62%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 02.11 | Short | 100.0% | +6.62% | 2.16 | 4 |
| 20.09 → 03.11 | Short | 100.0% | +5.98% | 2.22 | 4 |
| 15.09 → 19.09 | Long | 100.0% |
| +3.36% |
| 22.60 |
| 4 |
| 20.09 → 24.10 | Short | 100.0% | +3.28% | 4.14 | 4 |
| 20.09 → 25.10 | Short | 100.0% | +3.19% | 3.70 | 4 |
| 16.09 → 19.09 | Long | 100.0% | +2.88% | 17.60 | 4 |
| 19.09 → 24.10 | Short | 100.0% | +2.49% | 3.79 | 4 |
| 15.09 → 18.09 | Long | 100.0% | +2.09% | 26.09 | 4 |