Over 2017 to 2025 (9 years of data), BBDUSUSD has tended to move long between 19.07 and 24.07, closing higher in 77.8% of those years for an average +2.22% move and an annualized Sharpe of 5.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.07 → 24.07 | Long | 77.8% | +2.22% | 5.03 | 9 |
| 17.07 → 24.07 | Long | 77.8% | +2.05% | 4.23 | 9 |
| 17.07 → 21.07 | Long | 77.8% | +1.88% | 6.13 | 9 |
| 18.07 → 24.07 | Long | 77.8% | +1.76% | 4.76 | 9 |
| 17.07 → 23.07 | Long | 77.8% | +1.60% | 4.50 | 9 |
| 18.07 → 21.07 | Long | 77.8% | +1.60% | 6.95 | 9 |
| 18.07 → 23.07 | Long | 77.8% | +1.32% | 4.81 | 9 |
| 20.07 → 24.07 | Long | 77.8% | +1.25% | 6.61 | 9 |