Over 2022 to 2025 (4 years of data), BKRUSUSD has tended to move long between 13.07 and 29.07, closing higher in 100.0% of those years for an average +6.79% move and an annualized Sharpe of 6.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 29.07 | Long | 100.0% | +6.79% | 6.41 | 4 |
| 13.07 → 30.07 | Long | 100.0% | +6.61% | 6.91 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +6.33% | 6.58 | 4 |
| 13.07 → 27.08 | Long | 100.0% | +5.40% | 3.92 | 4 |
| 13.07 → 28.08 | Long | 100.0% | +5.19% | 3.67 | 4 |
| 13.07 → 24.08 | Long | 100.0% | +4.63% | 5.08 | 4 |
| 13.07 → 23.08 | Long | 100.0% | +4.58% | 4.32 | 4 |
| 13.07 → 26.08 | Long | 100.0% | +4.51% | 4.01 | 4 |