Over 2017 to 2025 (9 years of data), BBDUSUSD has tended to move long between 08.07 and 12.07, closing higher in 77.8% of those years for an average +1.46% move and an annualized Sharpe of 3.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 77.8% | +1.46% | 3.33 | 9 |
| 08.07 → 16.07 | Long | 77.8% | +1.17% | 1.61 | 9 |
| 08.07 → 17.07 | Long | 77.8% | +1.16% | 1.40 | 9 |
| 08.07 → 14.07 | Long | 77.8% | +1.00% | 1.72 | 9 |
| 08.07 → 15.07 | Long | 77.8% | +0.51% | 0.80 | 9 |
| 10.07 → 28.07 | Long | 66.7% | +3.71% | 2.15 | 9 |
| 10.07 → 27.07 | Long | 66.7% | +3.61% | 2.19 | 9 |
| 08.07 → 28.07 | Long | 66.7% | +3.21% | 1.85 | 9 |