Over 2022 to 2025 (4 years of data), BAHUSUSD has tended to move short between 24.07 and 15.09, closing higher in 100.0% of those years for an average +4.29% move and an annualized Sharpe of 2.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 15.09 | Short | 100.0% | +4.29% | 2.36 | 4 |
| 25.07 → 23.09 | Short | 75.0% | +4.31% | 1.56 | 4 |
| 24.07 → 27.07 | Short | 75.0% | +4.30% | 11.41 | 4 |
| 24.07 → 08.09 | Short | 75.0% | +4.25% | 2.20 | 4 |
| 24.07 → 18.09 | Short | 75.0% | +4.09% | 1.91 | 4 |
| 24.07 → 06.09 | Short | 75.0% | +3.93% | 2.09 | 4 |
| 24.07 → 07.09 | Short | 75.0% | +3.90% | 1.94 | 4 |
| 24.07 → 20.09 | Short | 75.0% | +3.90% | 1.59 | 4 |