Over 2022 to 2025 (4 years of data), BAHUSUSD has tended to move long between 13.07 and 22.07, closing higher in 100.0% of those years for an average +4.61% move and an annualized Sharpe of 9.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 22.07 | Long | 100.0% | +4.61% | 9.19 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +4.59% | 10.47 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +4.57% | 9.34 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +4.55% | 10.83 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +4.44% | 9.50 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +4.43% | 10.61 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +4.15% | 9.02 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +4.14% | 9.95 | 4 |