Over 2017 to 2025 (9 years of data), BIIBUSUSD has tended to move short between 08.07 and 27.08, closing higher in 88.9% of those years for an average +4.10% move and an annualized Sharpe of 2.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.08 | Short | 88.9% | +4.10% | 2.33 | 9 |
| 08.07 → 28.08 | Short | 88.9% | +3.86% | 2.08 | 9 |
| 08.07 → 29.08 | Short | 88.9% | +3.39% | 1.52 | 9 |
| 08.07 → 30.08 | Short | 88.9% | +3.05% | 1.08 | 9 |
| 09.07 → 27.08 | Short | 88.9% | +3.04% | 1.65 | 9 |
| 13.07 → 27.08 | Short | 88.9% | +3.04% | 1.99 | 9 |
| 08.07 → 31.08 | Short | 88.9% | +2.42% | 0.82 | 9 |
| 08.07 → 26.08 | Short | 77.8% | +4.15% | 2.63 | 9 |