United States
Over 2017 to 2025 (9 years of data), IBMUSUSD has tended to move short between 10.10 and 17.10, closing higher in 88.9% of those years for an average +2.16% move and an annualized Sharpe of 5.60.
Best window
10.10 - 17.10
Direction
Short
Win rate
88.9%
Avg return
+2.16%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.10 | Short | 88.9% | +2.16% | 5.60 | 9 |
| 10.10 → 21.10 | Short | 77.8% | +3.17% | 2.59 | 9 |
| 10.10 → 22.10 | Short | 77.8% |
| +2.54% |
| 1.87 |
| 9 |
| 10.10 → 23.10 | Short | 77.8% | +2.49% | 1.79 | 9 |
| 10.10 → 20.10 | Short | 77.8% | +1.78% | 1.68 | 9 |
| 10.10 → 19.10 | Short | 77.8% | +1.67% | 1.99 | 9 |
| 06.10 → 17.10 | Short | 77.8% | +1.63% | 2.47 | 9 |
| 10.10 → 18.10 | Short | 77.8% | +1.29% | 1.77 | 9 |