Over 2017 to 2025 (9 years of data), BKUSUSD has tended to move long between 08.07 and 10.08, closing higher in 88.9% of those years for an average +4.96% move and an annualized Sharpe of 3.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 10.08 | Long | 88.9% | +4.96% | 3.34 | 9 |
| 08.07 → 11.08 | Long | 88.9% | +4.85% | 3.22 | 9 |
| 10.07 → 10.08 | Long | 88.9% | +4.71% | 3.62 | 9 |
| 08.07 → 08.08 | Long | 88.9% | +4.65% | 4.00 | 9 |
| 10.07 → 11.08 | Long | 88.9% | +4.61% | 3.36 | 9 |
| 08.07 → 09.08 | Long | 88.9% | +4.47% | 3.20 | 9 |
| 07.07 → 11.08 | Long | 88.9% | +4.43% | 2.78 | 9 |
| 08.07 → 07.08 | Long | 88.9% | +4.43% | 4.35 | 9 |