Over 2022 to 2025 (4 years of data), BGUSUSD has tended to move long between 13.07 and 28.08, closing higher in 50.0% of those years for an average +8.80% move and an annualized Sharpe of 2.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.08 | Long | 50.0% | +8.80% | 2.69 | 4 |
| 12.07 → 28.08 | Long | 50.0% | +8.36% | 2.71 | 4 |
| 13.07 → 27.08 | Long | 50.0% | +8.30% | 2.74 | 4 |
| 10.07 → 28.08 | Long | 50.0% | +8.29% | 2.63 | 4 |
| 11.07 → 28.08 | Long | 50.0% | +8.27% | 2.54 | 4 |
| 13.07 → 24.08 | Long | 50.0% | +8.26% | 2.79 | 4 |
| 13.07 → 25.08 | Long | 50.0% | +8.09% | 2.77 | 4 |
| 13.07 → 26.08 | Long | 50.0% | +8.09% | 2.74 | 4 |