Over 2022 to 2025 (4 years of data), BRKRUSUSD has tended to move short between 12.07 and 09.09, closing higher in 100.0% of those years for an average +12.89% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 09.09 | Short | 100.0% | +12.89% | 2.72 | 4 |
| 13.07 → 07.09 | Short | 100.0% | +12.83% | 2.99 | 4 |
| 13.07 → 09.09 | Short | 100.0% | +12.83% | 2.89 | 4 |
| 13.07 → 06.09 | Short | 100.0% | +12.62% | 3.04 | 4 |
| 13.07 → 04.09 | Short | 100.0% | +12.27% | 2.97 | 4 |
| 13.07 → 08.09 | Short | 100.0% | +12.23% | 2.85 | 4 |
| 12.07 → 10.09 | Short | 100.0% | +11.76% | 2.78 | 4 |
| 13.07 → 11.09 | Short | 100.0% | +11.74% | 2.56 | 4 |