United States
Over 2017 to 2025 (9 years of data), ITUBUSUSD has tended to move long between 12.10 and 07.11, closing higher in 77.8% of those years for an average +5.17% move and an annualized Sharpe of 2.13.
Best window
12.10 - 07.11
Direction
Long
Win rate
77.8%
Avg return
+5.17%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 07.11 | Long | 77.8% | +5.17% | 2.13 | 9 |
| 11.10 → 07.11 | Long | 77.8% | +4.66% | 1.77 | 9 |
| 10.10 → 07.11 | Long | 77.8% |
| +4.46% |
| 1.69 |
| 9 |
| 12.10 → 05.11 | Long | 77.8% | +4.02% | 2.33 | 9 |
| 12.10 → 06.11 | Long | 77.8% | +3.99% | 2.24 | 9 |
| 11.10 → 05.11 | Long | 77.8% | +3.51% | 1.83 | 9 |
| 11.10 → 06.11 | Long | 77.8% | +3.48% | 1.77 | 9 |
| 10.10 → 05.11 | Long | 77.8% | +3.31% | 1.70 | 9 |