Over 2018 to 2025 (8 years of data), BDXUSUSD has tended to move long between 13.07 and 29.07, closing higher in 75.0% of those years for an average +3.16% move and an annualized Sharpe of 4.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 29.07 | Long | 75.0% | +3.16% | 4.96 | 8 |
| 12.07 → 29.07 | Long | 75.0% | +3.10% | 4.65 | 8 |
| 13.07 → 26.07 | Long | 75.0% | +3.02% | 5.18 | 8 |
| 13.07 → 28.07 | Long | 75.0% | +2.96% | 5.21 | 8 |
| 12.07 → 26.07 | Long | 75.0% | +2.95% | 4.76 | 8 |
| 13.07 → 27.07 | Long | 75.0% | +2.92% | 5.07 | 8 |
| 12.07 → 28.07 | Long | 75.0% | +2.89% | 4.85 | 8 |
| 12.07 → 27.07 | Long | 75.0% | +2.85% | 4.69 | 8 |