Over 2018 to 2025 (8 years of data), BPUSUSD has tended to move short between 12.07 and 01.08, closing higher in 87.5% of those years for an average +1.77% move and an annualized Sharpe of 1.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 01.08 | Short | 87.5% | +1.77% | 1.54 | 8 |
| 11.07 → 01.08 | Short | 87.5% | +1.67% | 1.43 | 8 |
| 13.07 → 01.08 | Short | 87.5% | +1.22% | 0.85 | 8 |
| 12.07 → 02.08 | Short | 87.5% | +0.87% | 0.73 | 8 |
| 11.07 → 03.08 | Short | 87.5% | +0.83% | 0.74 | 8 |
| 11.07 → 02.08 | Short | 87.5% | +0.77% | 0.65 | 8 |
| 07.07 → 17.07 | Short | 75.0% | +1.99% | 3.30 | 8 |
| 12.07 → 16.07 | Short | 75.0% | +1.83% | 4.81 | 8 |