Over 2022 to 2025 (4 years of data), BKRUSUSD has tended to move long between 21.08 and 19.10, closing higher in 100.0% of those years for an average +4.19% move and an annualized Sharpe of 3.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 19.10 | Long | 100.0% | +4.19% | 3.66 | 4 |
| 22.08 → 19.10 | Long | 100.0% | +4.10% | 4.82 | 4 |
| 18.08 → 29.08 | Long | 100.0% | +3.94% | 11.54 | 4 |
| 21.08 → 29.08 | Long | 100.0% | +3.79% | 15.53 | 4 |
| 22.08 → 29.08 | Long | 100.0% | +3.71% | 27.59 | 4 |
| 20.08 → 19.10 | Long | 100.0% | +3.69% | 3.50 | 4 |
| 17.08 → 29.08 | Long | 100.0% | +3.68% | 8.64 | 4 |
| 19.08 → 29.08 | Long | 100.0% | +3.67% | 9.74 | 4 |