United States
Over 2022 to 2025 (4 years of data), SABRUSUSD has tended to move long between 11.10 and 24.10, closing higher in 100.0% of those years for an average +9.58% move and an annualized Sharpe of 8.28.
Best window
11.10 - 24.10
Direction
Long
Win rate
100.0%
Avg return
+9.58%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 24.10 | Long | 100.0% | +9.58% | 8.28 | 4 |
| 10.10 → 24.10 | Long | 100.0% | +9.37% | 8.44 | 4 |
| 08.10 → 24.10 | Long | 100.0% |
| +9.12% |
| 9.03 |
| 4 |
| 09.10 → 24.10 | Long | 100.0% | +8.85% | 9.14 | 4 |
| 10.10 → 18.10 | Long | 100.0% | +7.36% | 9.89 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +7.12% | 10.27 | 4 |
| 08.10 → 20.10 | Long | 100.0% | +6.91% | 13.56 | 3 |
| 07.10 → 24.10 | Long | 100.0% | +6.86% | 6.86 | 4 |