Over 2017 to 2025 (9 years of data), BACUSUSD has tended to move long between 23.08 and 30.08, closing higher in 88.9% of those years for an average +1.70% move and an annualized Sharpe of 8.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 30.08 | Long | 88.9% | +1.70% | 8.54 | 9 |
| 23.08 → 04.09 | Long | 88.9% | +1.69% | 4.18 | 9 |
| 24.08 → 30.08 | Long | 88.9% | +1.49% | 10.75 | 9 |
| 24.08 → 04.09 | Long | 88.9% | +1.48% | 4.43 | 9 |
| 23.08 → 01.09 | Long | 88.9% | +1.43% | 4.82 | 9 |
| 23.08 → 29.08 | Long | 88.9% | +1.41% | 7.60 | 9 |
| 23.08 → 31.08 | Long | 88.9% | +1.40% | 5.20 | 9 |
| 23.08 → 02.09 | Long | 88.9% | +1.39% | 4.12 | 9 |