Over 2022 to 2025 (4 years of data), BERYUSUSD has tended to move short between 16.08 and 20.08, closing higher in 100.0% of those years for an average +3.16% move and an annualized Sharpe of 13.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 20.08 | Short | 100.0% | +3.16% | 13.64 | 3 |
| 17.08 → 20.08 | Short | 100.0% | +3.05% | 18.11 | 3 |
| 15.08 → 20.08 | Short | 100.0% | +2.87% | 17.27 | 3 |
| 16.08 → 08.10 | Short | 66.7% | +10.94% | 2.75 | 3 |
| 16.08 → 07.10 | Short | 66.7% | +10.86% | 2.74 | 3 |
| 17.08 → 08.10 | Short | 66.7% | +10.86% | 2.85 | 3 |
| 17.08 → 07.10 | Short | 66.7% | +10.78% | 2.84 | 3 |
| 15.08 → 08.10 | Short | 66.7% | +10.75% | 2.89 | 3 |