Over 2022 to 2025 (4 years of data), BROUSUSD has tended to move long between 12.07 and 31.08, closing higher in 75.0% of those years for an average +5.84% move and an annualized Sharpe of 1.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 31.08 | Long | 75.0% | +5.84% | 1.78 | 4 |
| 12.07 → 29.08 | Long | 75.0% | +5.72% | 1.80 | 4 |
| 12.07 → 24.08 | Long | 75.0% | +5.69% | 1.81 | 4 |
| 10.07 → 31.08 | Long | 75.0% | +5.68% | 1.55 | 4 |
| 12.07 → 20.08 | Long | 75.0% | +5.66% | 1.78 | 4 |
| 08.07 → 31.08 | Long | 75.0% | +5.65% | 1.54 | 4 |
| 12.07 → 15.08 | Long | 75.0% | +5.62% | 1.80 | 4 |
| 12.07 → 28.08 | Long | 75.0% | +5.59% | 1.80 | 4 |