Over 2017 to 2025 (9 years of data), BRKBUSUSD has tended to move long between 22.07 and 12.09, closing higher in 100.0% of those years for an average +5.16% move and an annualized Sharpe of 3.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 12.09 | Long | 100.0% | +5.16% | 3.03 | 8 |
| 23.07 → 12.09 | Long | 100.0% | +5.11% | 3.03 | 8 |
| 22.07 → 11.09 | Long | 100.0% | +5.08% | 3.21 | 8 |
| 23.07 → 11.09 | Long | 100.0% | +5.03% | 3.22 | 8 |
| 24.07 → 12.09 | Long | 100.0% | +4.84% | 3.15 | 8 |
| 24.07 → 11.09 | Long | 100.0% | +4.76% | 3.38 | 8 |
| 25.07 → 12.09 | Long | 100.0% | +4.66% | 3.09 | 8 |
| 25.07 → 11.09 | Long | 100.0% | +4.59% | 3.27 | 8 |