Over 2017 to 2025 (9 years of data), BIDUUSUSD has tended to move short between 12.07 and 19.08, closing higher in 100.0% of those years for an average +11.46% move and an annualized Sharpe of 4.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 19.08 | Short | 100.0% | +11.46% | 4.80 | 8 |
| 13.07 → 19.08 | Short | 100.0% | +11.38% | 4.85 | 8 |
| 10.07 → 20.08 | Short | 100.0% | +10.92% | 5.22 | 8 |
| 11.07 → 19.08 | Short | 100.0% | +10.65% | 4.84 | 8 |
| 09.07 → 20.08 | Short | 100.0% | +10.42% | 4.22 | 8 |
| 10.07 → 19.08 | Short | 100.0% | +10.38% | 5.00 | 8 |
| 08.07 → 15.08 | Short | 100.0% | +10.20% | 5.42 | 8 |
| 08.07 → 20.08 | Short | 100.0% | +10.06% | 4.09 | 8 |