Over 2022 to 2025 (4 years of data), BRXUSUSD has tended to move long between 10.07 and 08.09, closing higher in 100.0% of those years for an average +11.20% move and an annualized Sharpe of 3.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 100.0% | +11.20% | 3.83 | 4 |
| 10.07 → 06.09 | Long | 100.0% | +10.95% | 3.81 | 4 |
| 10.07 → 28.08 | Long | 100.0% | +10.79% | 3.87 | 4 |
| 10.07 → 12.08 | Long | 100.0% | +10.76% | 5.15 | 4 |
| 10.07 → 11.08 | Long | 100.0% | +10.66% | 4.83 | 4 |
| 10.07 → 07.09 | Long | 100.0% | +10.64% | 3.73 | 4 |
| 09.07 → 06.09 | Long | 100.0% | +10.62% | 3.81 | 4 |
| 09.07 → 28.08 | Long | 100.0% | +10.46% | 3.78 | 4 |