Over 2018 to 2025 (8 years of data), BPUSUSD has tended to move long between 20.08 and 29.08, closing higher in 87.5% of those years for an average +1.87% move and an annualized Sharpe of 4.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 29.08 | Long | 87.5% | +1.87% | 4.19 | 8 |
| 21.08 → 29.08 | Long | 87.5% | +1.41% | 4.51 | 8 |
| 22.08 → 29.08 | Long | 87.5% | +1.27% | 3.79 | 8 |
| 19.08 → 29.08 | Long | 87.5% | +0.97% | 1.97 | 8 |
| 16.08 → 27.08 | Long | 87.5% | +0.95% | 1.47 | 8 |
| 16.08 → 02.09 | Long | 87.5% | +0.37% | 0.38 | 8 |
| 22.08 → 28.08 | Long | 85.7% | +1.42% | 5.78 | 7 |
| 20.08 → 28.08 | Long | 75.0% | +1.85% | 5.24 | 8 |