Over 2022 to 2025 (4 years of data), BURLUSUSD has tended to move long between 07.07 and 16.08, closing higher in 100.0% of those years for an average +11.79% move and an annualized Sharpe of 48.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.08 | Long | 100.0% | +11.79% | 48.95 | 4 |
| 07.07 → 15.08 | Long | 100.0% | +11.66% | 63.30 | 4 |
| 07.07 → 17.08 | Long | 100.0% | +11.65% | 49.99 | 4 |
| 08.07 → 16.08 | Long | 100.0% | +11.63% | 55.78 | 4 |
| 08.07 → 15.08 | Long | 100.0% | +11.50% | 56.76 | 4 |
| 08.07 → 17.08 | Long | 100.0% | +11.49% | 70.17 | 4 |
| 09.07 → 16.08 | Long | 100.0% | +11.28% | 74.08 | 4 |
| 09.07 → 15.08 | Long | 100.0% | +11.16% | 50.18 | 4 |