Over 2022 to 2025 (4 years of data), BIOUSUSD has tended to move long between 07.07 and 31.07, closing higher in 100.0% of those years for an average +12.70% move and an annualized Sharpe of 7.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 31.07 | Long | 100.0% | +12.70% | 7.75 | 4 |
| 07.07 → 01.08 | Long | 100.0% | +12.64% | 6.71 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +12.30% | 7.29 | 4 |
| 09.07 → 01.08 | Long | 100.0% | +12.23% | 6.35 | 4 |
| 07.07 → 02.08 | Long | 100.0% | +12.09% | 6.92 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +12.05% | 6.81 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +12.03% | 7.51 | 4 |
| 08.07 → 01.08 | Long | 100.0% | +11.99% | 5.95 | 4 |