Over 2022 to 2025 (4 years of data), BTFUSUSD has tended to move long between 07.07 and 20.07, closing higher in 75.0% of those years for an average +13.04% move and an annualized Sharpe of 6.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 75.0% | +13.04% | 6.54 | 4 |
| 07.07 → 19.07 | Long | 75.0% | +12.77% | 7.39 | 4 |
| 07.07 → 27.07 | Long | 75.0% | +12.64% | 4.88 | 4 |
| 07.07 → 28.07 | Long | 75.0% | +12.47% | 4.86 | 4 |
| 07.07 → 21.07 | Long | 75.0% | +12.32% | 5.77 | 4 |
| 07.07 → 29.07 | Long | 75.0% | +12.26% | 4.73 | 4 |
| 12.07 → 20.07 | Long | 75.0% | +12.01% | 8.73 | 4 |
| 12.07 → 19.07 | Long | 75.0% | +11.91% | 8.35 | 4 |