Over 2022 to 2025 (4 years of data), BRUSUSD has tended to move long between 12.07 and 11.08, closing higher in 100.0% of those years for an average +13.55% move and an annualized Sharpe of 5.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 11.08 | Long | 100.0% | +13.55% | 5.66 | 4 |
| 11.07 → 11.08 | Long | 100.0% | +13.45% | 6.45 | 4 |
| 13.07 → 11.08 | Long | 100.0% | +13.18% | 5.23 | 4 |
| 12.07 → 12.08 | Long | 100.0% | +13.15% | 5.19 | 4 |
| 10.07 → 11.08 | Long | 100.0% | +13.10% | 6.46 | 4 |
| 11.07 → 12.08 | Long | 100.0% | +13.04% | 5.89 | 4 |
| 09.07 → 11.08 | Long | 100.0% | +12.90% | 7.51 | 4 |
| 13.07 → 12.08 | Long | 100.0% | +12.78% | 4.80 | 4 |