Over 2022 to 2025 (4 years of data), BIOUSUSD has tended to move short between 21.08 and 25.09, closing higher in 100.0% of those years for an average +7.68% move and an annualized Sharpe of 4.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.09 | Short | 100.0% | +7.68% | 4.14 | 4 |
| 22.08 → 25.09 | Short | 100.0% | +7.00% | 3.62 | 4 |
| 25.08 → 25.09 | Short | 75.0% | +8.51% | 4.49 | 4 |
| 26.08 → 25.09 | Short | 75.0% | +8.48% | 4.19 | 4 |
| 24.08 → 25.09 | Short | 75.0% | +7.98% | 4.43 | 4 |
| 23.08 → 25.09 | Short | 75.0% | +7.86% | 4.04 | 4 |
| 25.08 → 27.09 | Short | 75.0% | +7.47% | 2.95 | 4 |
| 26.08 → 27.09 | Short | 75.0% | +7.44% | 2.83 | 4 |