Over 2017 to 2025 (9 years of data), BACUSUSD has tended to move long between 13.07 and 24.07, closing higher in 88.9% of those years for an average +3.80% move and an annualized Sharpe of 4.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 24.07 | Long | 88.9% | +3.80% | 4.73 | 9 |
| 13.07 → 25.07 | Long | 88.9% | +3.62% | 4.75 | 9 |
| 11.07 → 24.07 | Long | 88.9% | +3.33% | 3.97 | 9 |
| 12.07 → 24.07 | Long | 88.9% | +3.29% | 3.88 | 9 |
| 08.07 → 29.07 | Long | 77.8% | +4.72% | 3.63 | 9 |
| 08.07 → 23.07 | Long | 77.8% | +4.48% | 3.96 | 9 |
| 08.07 → 24.07 | Long | 77.8% | +4.48% | 4.30 | 9 |
| 08.07 → 25.07 | Long | 77.8% | +4.32% | 3.93 | 9 |