United States
Over 2022 to 2025 (4 years of data), BYNDUSUSD has tended to move short between 19.09 and 05.11, closing higher in 100.0% of those years for an average +37.67% move and an annualized Sharpe of 8.63.
Best window
19.09 - 05.11
Direction
Short
Win rate
100.0%
Avg return
+37.67%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.09 → 05.11 | Short | 100.0% | +37.67% | 8.63 | 3 |
| 20.09 → 19.11 | Short | 100.0% | +36.65% | 5.11 | 4 |
| 19.09 → 18.11 | Short | 100.0% |
| +36.59% |
| 5.51 |
| 4 |
| 20.09 → 18.11 | Short | 100.0% | +35.83% | 5.06 | 4 |
| 18.09 → 17.11 | Short | 100.0% | +35.63% | 5.41 | 4 |
| 19.09 → 17.11 | Short | 100.0% | +35.49% | 5.41 | 4 |
| 21.09 → 19.11 | Short | 100.0% | +35.06% | 4.64 | 4 |
| 16.09 → 09.11 | Short | 100.0% | +34.96% | 6.64 | 4 |