Over 2022 to 2025 (4 years of data), BPOPUSUSD has tended to move long between 10.07 and 31.08, closing higher in 100.0% of those years for an average +12.50% move and an annualized Sharpe of 6.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 31.08 | Long | 100.0% | +12.50% | 6.58 | 4 |
| 10.07 → 02.09 | Long | 100.0% | +12.47% | 6.20 | 4 |
| 10.07 → 01.09 | Long | 100.0% | +12.28% | 6.11 | 4 |
| 10.07 → 03.09 | Long | 100.0% | +12.18% | 6.52 | 4 |
| 10.07 → 30.08 | Long | 100.0% | +11.95% | 7.53 | 4 |
| 10.07 → 28.08 | Long | 100.0% | +11.90% | 9.86 | 4 |
| 10.07 → 25.07 | Long | 100.0% | +11.83% | 7.92 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +11.82% | 5.98 | 4 |