Over 2022 to 2025 (4 years of data), BKIUSUSD has tended to move long between 13.07 and 11.09, closing higher in 50.0% of those years for an average +8.74% move and an annualized Sharpe of 2.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 50.0% | +8.74% | 2.16 | 4 |
| 12.07 → 08.09 | Long | 50.0% | +8.40% | 2.04 | 4 |
| 12.07 → 09.09 | Long | 50.0% | +8.40% | 2.02 | 4 |
| 12.07 → 10.09 | Long | 50.0% | +8.40% | 2.01 | 4 |
| 13.07 → 08.09 | Long | 50.0% | +8.35% | 2.13 | 4 |
| 13.07 → 09.09 | Long | 50.0% | +8.35% | 2.11 | 4 |
| 13.07 → 10.09 | Long | 50.0% | +8.35% | 2.09 | 4 |
| 12.07 → 31.08 | Long | 50.0% | +8.22% | 2.15 | 4 |