Over 2022 to 2025 (4 years of data), BBWIUSUSD has tended to move long between 13.07 and 21.07, closing higher in 100.0% of those years for an average +6.70% move and an annualized Sharpe of 4.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 21.07 | Long | 100.0% | +6.70% | 4.21 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +6.59% | 3.89 | 4 |
| 08.07 → 15.07 | Short | 100.0% | +3.87% | 7.83 | 4 |
| 09.07 → 13.07 | Short | 100.0% | +3.53% | 15.92 | 4 |
| 07.07 → 15.07 | Short | 100.0% | +3.43% | 7.88 | 4 |
| 09.07 → 15.07 | Short | 100.0% | +3.31% | 10.89 | 4 |
| 09.07 → 14.07 | Short | 100.0% | +2.72% | 9.69 | 4 |
| 11.07 → 21.07 | Long | 75.0% | +6.06% | 3.17 | 4 |