Over 2017 to 2025 (9 years of data), IBBUSUSD has tended to move long between 15.08 and 12.09, closing higher in 88.9% of those years for an average +1.59% move and an annualized Sharpe of 2.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 12.09 | Long | 88.9% | +1.59% | 2.22 | 9 |
| 13.08 → 29.08 | Long | 88.9% | +1.46% | 2.08 | 9 |
| 15.08 → 14.09 | Long | 88.9% | +1.37% | 1.53 | 9 |
| 16.08 → 12.09 | Long | 88.9% | +1.31% | 1.65 | 9 |
| 15.08 → 29.08 | Long | 88.9% | +1.12% | 1.83 | 9 |
| 16.08 → 14.09 | Long | 88.9% | +1.10% | 1.08 | 9 |
| 16.08 → 13.09 | Long | 88.9% | +1.03% | 0.95 | 9 |
| 12.08 → 02.09 | Long | 77.8% | +2.78% | 2.63 | 9 |