Over 2017 to 2025 (9 years of data), BMYUSUSD has tended to move long between 13.07 and 19.08, closing higher in 100.0% of those years for an average +6.39% move and an annualized Sharpe of 3.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.08 | Long | 100.0% | +6.39% | 3.23 | 9 |
| 13.07 → 18.08 | Long | 100.0% | +6.38% | 3.22 | 9 |
| 13.07 → 16.08 | Long | 100.0% | +6.35% | 3.30 | 9 |
| 13.07 → 17.08 | Long | 100.0% | +6.05% | 2.96 | 9 |
| 12.07 → 16.08 | Long | 100.0% | +6.04% | 3.25 | 9 |
| 13.07 → 20.08 | Long | 88.9% | +6.15% | 3.23 | 9 |
| 13.07 → 15.08 | Long | 88.9% | +6.13% | 3.18 | 9 |
| 13.07 → 21.08 | Long | 88.9% | +6.09% | 3.31 | 9 |