United States
Over 2018 to 2025 (8 years of data), ZBHUSUSD has tended to move short between 15.09 and 28.10, closing higher in 100.0% of those years for an average +5.05% move and an annualized Sharpe of 3.13.
Best window
15.09 - 28.10
Direction
Short
Win rate
100.0%
Avg return
+5.05%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 28.10 | Short | 100.0% | +5.05% | 3.13 | 8 |
| 16.09 → 06.10 | Short | 100.0% | +3.05% | 5.67 | 8 |
| 16.09 → 03.10 | Short | 100.0% |
| +2.90% |
| 4.45 |
| 8 |
| 16.09 → 05.10 | Short | 100.0% | +2.88% | 4.49 | 8 |
| 16.09 → 04.10 | Short | 100.0% | +2.58% | 4.18 | 8 |
| 15.09 → 29.10 | Short | 87.5% | +5.15% | 3.15 | 8 |
| 16.09 → 29.10 | Short | 87.5% | +4.98% | 2.80 | 8 |
| 16.09 → 28.10 | Short | 87.5% | +4.88% | 2.72 | 8 |