Over 2022 to 2025 (4 years of data), BMRNUSUSD has tended to move long between 07.07 and 24.08, closing higher in 100.0% of those years for an average +7.43% move and an annualized Sharpe of 5.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Long | 100.0% | +7.43% | 5.99 | 4 |
| 07.07 → 20.08 | Long | 100.0% | +7.10% | 3.98 | 4 |
| 07.07 → 23.08 | Long | 100.0% | +7.05% | 6.01 | 4 |
| 07.07 → 21.08 | Long | 100.0% | +7.01% | 4.78 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +6.93% | 4.54 | 4 |
| 07.07 → 14.08 | Long | 100.0% | +6.92% | 5.14 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +6.88% | 5.37 | 4 |
| 07.07 → 29.08 | Long | 100.0% | +6.84% | 4.02 | 4 |