Over 2017 to 2025 (9 years of data), BSXUSUSD has tended to move long between 12.07 and 07.09, closing higher in 100.0% of those years for an average +7.90% move and an annualized Sharpe of 3.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 07.09 | Long | 100.0% | +7.90% | 3.38 | 9 |
| 13.07 → 07.09 | Long | 100.0% | +7.64% | 3.36 | 9 |
| 10.07 → 07.09 | Long | 100.0% | +7.48% | 3.06 | 9 |
| 11.07 → 07.09 | Long | 100.0% | +7.34% | 3.26 | 9 |
| 12.07 → 10.09 | Long | 100.0% | +7.31% | 2.86 | 9 |
| 12.07 → 06.09 | Long | 100.0% | +7.21% | 3.34 | 9 |
| 09.07 → 07.09 | Long | 100.0% | +7.14% | 3.18 | 9 |
| 13.07 → 10.09 | Long | 100.0% | +7.06% | 2.84 | 9 |