Over 2022 to 2025 (4 years of data), BPOPUSUSD has tended to move long between 16.08 and 19.08, closing higher in 100.0% of those years for an average +2.26% move and an annualized Sharpe of 16.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 19.08 | Long | 100.0% | +2.26% | 16.01 | 4 |
| 16.08 → 21.08 | Long | 100.0% | +0.93% | 22.68 | 4 |
| 16.08 → 20.08 | Long | 100.0% | +0.81% | 42.62 | 4 |
| 17.08 → 21.08 | Long | 100.0% | +0.58% | 14.50 | 4 |
| 17.08 → 20.08 | Long | 100.0% | +0.46% | 18.24 | 4 |
| 13.08 → 01.09 | Long | 75.0% | +4.46% | 5.05 | 4 |
| 13.08 → 02.09 | Long | 75.0% | +4.26% | 4.52 | 4 |
| 16.08 → 01.09 | Long | 75.0% | +4.04% | 4.66 | 4 |