United States
Over 2022 to 2025 (4 years of data), FBHSUSUSD has tended to move long between 08.10 and 29.11, closing higher in 100.0% of those years for an average +5.86% move and an annualized Sharpe of 2.41.
Best window
08.10 - 29.11
Direction
Long
Win rate
100.0%
Avg return
+5.86%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 29.11 | Long | 100.0% | +5.86% | 2.41 | 3 |
| 08.10 → 01.12 | Long | 100.0% | +5.75% | 2.37 | 3 |
| 08.10 → 30.11 | Long | 100.0% |
| +5.63% |
| 2.41 |
| 3 |
| 08.10 → 28.11 | Long | 100.0% | +5.38% | 2.50 | 3 |
| 07.10 → 29.11 | Long | 100.0% | +5.34% | 2.10 | 3 |
| 08.10 → 26.11 | Long | 100.0% | +5.32% | 2.50 | 3 |
| 08.10 → 27.11 | Long | 100.0% | +5.32% | 2.47 | 3 |
| 07.10 → 01.12 | Long | 100.0% | +5.24% | 2.06 | 3 |