Over 2022 to 2025 (4 years of data), BRXUSUSD has tended to move short between 25.08 and 10.10, closing higher in 100.0% of those years for an average +6.96% move and an annualized Sharpe of 3.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 10.10 | Short | 100.0% | +6.96% | 3.20 | 4 |
| 26.08 → 10.10 | Short | 100.0% | +6.62% | 2.73 | 4 |
| 25.08 → 08.10 | Short | 100.0% | +6.48% | 2.85 | 4 |
| 25.08 → 09.10 | Short | 100.0% | +6.48% | 2.84 | 4 |
| 28.08 → 03.10 | Short | 100.0% | +6.35% | 3.64 | 4 |
| 28.08 → 10.10 | Short | 100.0% | +6.35% | 3.46 | 4 |
| 26.08 → 08.10 | Short | 100.0% | +6.13% | 2.46 | 4 |
| 26.08 → 09.10 | Short | 100.0% | +6.13% | 2.44 | 4 |