United States
Over 2022 to 2025 (4 years of data), ZBRAUSUSD has tended to move short between 06.10 and 04.11, closing higher in 75.0% of those years for an average +8.39% move and an annualized Sharpe of 3.75.
Best window
06.10 - 04.11
Direction
Short
Win rate
75.0%
Avg return
+8.39%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 04.11 | Short | 75.0% | +8.39% | 3.75 | 4 |
| 09.10 → 04.11 | Short | 75.0% | +7.66% | 4.30 | 4 |
| 07.10 → 04.11 | Short | 75.0% |
| +7.48% |
| 3.88 |
| 4 |
| 06.10 → 01.11 | Short | 75.0% | +7.28% | 3.51 | 4 |
| 06.10 → 09.11 | Short | 75.0% | +7.27% | 2.14 | 4 |
| 06.10 → 05.11 | Short | 75.0% | +7.23% | 3.45 | 4 |
| 10.10 → 04.11 | Short | 75.0% | +7.15% | 4.56 | 4 |
| 06.10 → 02.11 | Short | 75.0% | +7.12% | 3.77 | 4 |