Over 2022 to 2025 (4 years of data), BYNDUSUSD has tended to move short between 12.07 and 07.09, closing higher in 100.0% of those years for an average +27.03% move and an annualized Sharpe of 7.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 07.09 | Short | 100.0% | +27.03% | 7.73 | 4 |
| 13.07 → 07.09 | Short | 100.0% | +26.84% | 8.21 | 4 |
| 12.07 → 06.09 | Short | 100.0% | +26.79% | 8.17 | 4 |
| 13.07 → 06.09 | Short | 100.0% | +26.60% | 8.68 | 4 |
| 12.07 → 09.09 | Short | 100.0% | +26.54% | 7.52 | 4 |
| 13.07 → 09.09 | Short | 100.0% | +26.34% | 7.88 | 4 |
| 12.07 → 08.09 | Short | 100.0% | +25.76% | 7.37 | 4 |
| 12.07 → 05.09 | Short | 100.0% | +25.70% | 6.71 | 4 |