Over 2022 to 2025 (4 years of data), BRKRUSUSD has tended to move long between 28.08 and 06.10, closing higher in 100.0% of those years for an average +4.29% move and an annualized Sharpe of 4.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 06.10 | Long | 100.0% | +4.29% | 4.47 | 4 |
| 28.08 → 04.10 | Long | 100.0% | +4.14% | 4.11 | 4 |
| 27.08 → 06.10 | Long | 100.0% | +3.75% | 4.85 | 4 |
| 27.08 → 04.10 | Long | 100.0% | +3.59% | 4.43 | 4 |
| 28.08 → 01.09 | Long | 100.0% | +3.58% | 16.94 | 4 |
| 28.08 → 31.08 | Long | 100.0% | +3.35% | 18.19 | 4 |
| 23.08 → 06.10 | Long | 100.0% | +3.11% | 4.52 | 4 |
| 23.08 → 05.10 | Long | 100.0% | +2.92% | 4.19 | 4 |