United States
Over 2018 to 2025 (8 years of data), ZBHUSUSD has tended to move long between 12.10 and 17.10, closing higher in 87.5% of those years for an average +2.05% move and an annualized Sharpe of 5.33.
Best window
12.10 - 17.10
Direction
Long
Win rate
87.5%
Avg return
+2.05%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 17.10 | Long | 87.5% | +2.05% | 5.33 | 8 |
| 12.10 → 18.10 | Long | 87.5% | +1.82% | 4.18 | 8 |
| 07.10 → 05.11 | Short | 75.0% |
| +2.81% |
| 1.85 |
| 8 |
| 07.10 → 06.11 | Short | 75.0% | +2.70% | 1.62 | 8 |
| 08.10 → 05.11 | Short | 75.0% | +2.52% | 1.49 | 8 |
| 08.10 → 06.11 | Short | 75.0% | +2.40% | 1.28 | 8 |
| 12.10 → 25.11 | Long | 75.0% | +2.40% | 0.99 | 8 |
| 10.10 → 05.11 | Short | 75.0% | +2.35% | 1.51 | 8 |