Over 2017 to 2025 (9 years of data), BBYUSUSD has tended to move long between 07.07 and 30.07, closing higher in 88.9% of those years for an average +4.21% move and an annualized Sharpe of 2.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 88.9% | +4.21% | 2.82 | 9 |
| 11.07 → 27.07 | Long | 88.9% | +4.18% | 3.33 | 9 |
| 12.07 → 23.07 | Long | 88.9% | +3.90% | 4.11 | 9 |
| 11.07 → 28.07 | Long | 88.9% | +3.81% | 2.95 | 9 |
| 12.07 → 22.07 | Long | 88.9% | +3.81% | 4.20 | 9 |
| 12.07 → 24.07 | Long | 88.9% | +3.76% | 3.79 | 9 |
| 08.07 → 30.07 | Long | 88.9% | +3.75% | 2.26 | 9 |
| 11.07 → 23.07 | Long | 88.9% | +3.67% | 3.89 | 9 |