Over 2017 to 2025 (9 years of data), BIDUUSUSD has tended to move long between 16.08 and 01.10, closing higher in 87.5% of those years for an average +11.61% move and an annualized Sharpe of 1.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 01.10 | Long | 87.5% | +11.61% | 1.75 | 8 |
| 19.08 → 01.10 | Long | 87.5% | +11.39% | 1.88 | 8 |
| 16.08 → 28.09 | Long | 87.5% | +11.03% | 1.89 | 8 |
| 17.08 → 01.10 | Long | 87.5% | +11.02% | 1.72 | 8 |
| 16.08 → 27.09 | Long | 87.5% | +10.84% | 1.85 | 8 |
| 19.08 → 28.09 | Long | 87.5% | +10.84% | 2.03 | 8 |
| 19.08 → 27.09 | Long | 87.5% | +10.67% | 1.98 | 8 |
| 18.08 → 01.10 | Long | 87.5% | +10.61% | 1.68 | 8 |