Over 2018 to 2025 (8 years of data), BDXUSUSD has tended to move short between 18.08 and 10.10, closing higher in 100.0% of those years for an average +9.62% move and an annualized Sharpe of 2.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 10.10 | Short | 100.0% | +9.62% | 2.87 | 7 |
| 17.08 → 10.10 | Short | 100.0% | +9.43% | 2.73 | 7 |
| 14.08 → 10.10 | Short | 100.0% | +9.34% | 2.68 | 7 |
| 18.08 → 09.10 | Short | 100.0% | +9.23% | 2.79 | 7 |
| 12.08 → 11.10 | Short | 100.0% | +9.08% | 2.61 | 7 |
| 18.08 → 08.10 | Short | 100.0% | +9.05% | 2.99 | 7 |
| 17.08 → 09.10 | Short | 100.0% | +9.04% | 2.66 | 7 |
| 13.08 → 10.10 | Short | 100.0% | +9.03% | 2.54 | 7 |