Over 2022 to 2025 (4 years of data), BLKUSUSD has tended to move long between 08.07 and 09.08, closing higher in 75.0% of those years for an average +7.38% move and an annualized Sharpe of 3.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 09.08 | Long | 75.0% | +7.38% | 3.34 | 4 |
| 08.07 → 10.08 | Long | 75.0% | +7.34% | 3.25 | 4 |
| 08.07 → 11.08 | Long | 75.0% | +7.34% | 3.20 | 4 |
| 07.07 → 09.08 | Long | 75.0% | +7.31% | 3.26 | 4 |
| 07.07 → 10.08 | Long | 75.0% | +7.26% | 3.18 | 4 |
| 07.07 → 11.08 | Long | 75.0% | +7.26% | 3.13 | 4 |
| 08.07 → 13.08 | Long | 75.0% | +7.17% | 3.01 | 4 |
| 09.07 → 09.08 | Long | 75.0% | +7.14% | 3.26 | 4 |