Over 2022 to 2025 (4 years of data), BWAUSUSD has tended to move long between 07.07 and 31.07, closing higher in 100.0% of those years for an average +9.24% move and an annualized Sharpe of 9.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 31.07 | Long | 100.0% | +9.24% | 9.06 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +8.88% | 9.15 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +8.70% | 8.88 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +8.63% | 9.06 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +7.83% | 6.46 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +6.85% | 5.80 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +6.31% | 7.28 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +5.95% | 7.58 | 4 |