Over 2018 to 2025 (8 years of data), BDXUSUSD has tended to move short between 22.08 and 12.10, closing higher in 100.0% of those years for an average +9.64% move and an annualized Sharpe of 2.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 12.10 | Short | 100.0% | +9.64% | 2.99 | 7 |
| 23.08 → 12.10 | Short | 100.0% | +9.63% | 3.14 | 7 |
| 22.08 → 11.10 | Short | 100.0% | +9.58% | 3.03 | 7 |
| 22.08 → 13.10 | Short | 100.0% | +9.57% | 3.06 | 7 |
| 22.08 → 14.10 | Short | 100.0% | +9.57% | 3.04 | 7 |
| 23.08 → 11.10 | Short | 100.0% | +9.57% | 3.18 | 7 |
| 23.08 → 13.10 | Short | 100.0% | +9.56% | 3.19 | 7 |
| 23.08 → 14.10 | Short | 100.0% | +9.56% | 3.17 | 7 |