United States
Over 2022 to 2026 (5 years of data), BYNDUSUSD has tended to move short between 05.10 and 22.11, closing higher in 100.0% of those years for an average +31.69% move and an annualized Sharpe of 4.27.
Best window
05.10 - 22.11
Direction
Short
Win rate
100.0%
Avg return
+31.69%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 22.11 | Short | 100.0% | +31.69% | 4.27 | 4 |
| 06.10 → 22.11 | Short | 100.0% | +31.65% | 4.31 | 4 |
| 06.10 → 21.11 | Short | 100.0% |
| +31.04% |
| 4.25 |
| 4 |
| 05.10 → 21.11 | Short | 100.0% | +31.03% | 4.15 | 4 |
| 05.10 → 25.11 | Short | 100.0% | +30.61% | 3.86 | 4 |
| 06.10 → 25.11 | Short | 100.0% | +30.58% | 3.91 | 4 |
| 05.10 → 27.11 | Short | 100.0% | +30.42% | 4.56 | 4 |
| 06.10 → 27.11 | Short | 100.0% | +30.37% | 4.60 | 4 |