United States
Over 2022 to 2026 (5 years of data), BYNDUSUSD has tended to move short between 06.10 and 22.11, closing higher in 100.0% of those years for an average +31.65% move and an annualized Sharpe of 4.31.
Best window
06.10 - 22.11
Direction
Short
Win rate
100.0%
Avg return
+31.65%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 22.11 | Short | 100.0% | +31.65% | 4.31 | 4 |
| 06.10 → 21.11 | Short | 100.0% | +31.04% | 4.25 | 4 |
| 06.10 → 25.11 | Short | 100.0% |
| +30.58% |
| 3.91 |
| 4 |
| 06.10 → 27.11 | Short | 100.0% | +30.37% | 4.60 | 4 |
| 06.10 → 28.11 | Short | 100.0% | +30.10% | 4.25 | 4 |
| 06.10 → 23.11 | Short | 100.0% | +29.99% | 3.88 | 4 |
| 06.10 → 26.11 | Short | 100.0% | +29.94% | 4.51 | 4 |
| 07.10 → 22.11 | Short | 100.0% | +29.79% | 4.27 | 4 |