Over 2017 to 2025 (9 years of data), BRKBUSUSD has tended to move long between 08.07 and 28.08, closing higher in 87.5% of those years for an average +7.35% move and an annualized Sharpe of 2.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.08 | Long | 87.5% | +7.35% | 2.62 | 8 |
| 08.07 → 31.08 | Long | 87.5% | +7.34% | 2.44 | 8 |
| 08.07 → 29.08 | Long | 87.5% | +7.33% | 2.56 | 8 |
| 10.07 → 28.08 | Long | 87.5% | +7.27% | 2.51 | 8 |
| 10.07 → 31.08 | Long | 87.5% | +7.26% | 2.35 | 8 |
| 10.07 → 29.08 | Long | 87.5% | +7.25% | 2.45 | 8 |
| 07.07 → 28.08 | Long | 87.5% | +7.22% | 2.63 | 8 |
| 07.07 → 31.08 | Long | 87.5% | +7.22% | 2.45 | 8 |