United States
Over 2022 to 2025 (4 years of data), IBKRUSUSD has tended to move short between 10.10 and 16.10, closing higher in 100.0% of those years for an average +2.52% move and an annualized Sharpe of 9.66.
Best window
10.10 - 16.10
Direction
Short
Win rate
100.0%
Avg return
+2.52%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 16.10 | Short | 100.0% | +2.52% | 9.66 | 4 |
| 09.10 → 16.10 | Short | 100.0% | +2.47% | 8.85 | 4 |
| 06.10 → 09.10 | Long | 100.0% |
| +1.91% |
| 19.24 |
| 4 |
| 08.10 → 16.10 | Short | 100.0% | +1.59% | 7.89 | 4 |
| 11.10 → 10.11 | Long | 75.0% | +8.49% | 2.76 | 4 |
| 12.10 → 10.11 | Long | 75.0% | +8.40% | 2.94 | 4 |
| 11.10 → 09.11 | Long | 75.0% | +8.17% | 2.71 | 4 |
| 12.10 → 09.11 | Long | 75.0% | +8.08% | 2.91 | 4 |