United States
Over 2022 to 2026 (5 years of data), BWAUSUSD has tended to move long between 11.10 and 17.10, closing higher in 100.0% of those years for an average +1.79% move and an annualized Sharpe of 9.02.
Best window
11.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+1.79%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 100.0% | +1.79% | 9.02 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +1.41% | 10.32 | 4 |
| 10.10 → 17.10 | Long | 100.0% |
| +1.14% |
| 11.14 |
| 4 |
| 09.10 → 16.10 | Long | 100.0% | +0.98% | 9.34 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +0.90% | 15.53 | 4 |
| 10.10 → 15.10 | Long | 100.0% | +0.89% | 14.18 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +0.63% | 10.67 | 4 |
| 11.10 → 12.11 | Long | 75.0% | +5.89% | 1.19 | 4 |