Over 2017 to 2025 (9 years of data), IBBUSUSD has tended to move long between 12.07 and 23.07, closing higher in 100.0% of those years for an average +1.59% move and an annualized Sharpe of 5.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 23.07 | Long | 100.0% | +1.59% | 5.86 | 9 |
| 12.07 → 16.07 | Long | 100.0% | +0.91% | 10.22 | 9 |
| 07.07 → 03.08 | Long | 88.9% | +2.90% | 2.93 | 9 |
| 07.07 → 20.07 | Long | 88.9% | +2.74% | 4.88 | 9 |
| 12.07 → 22.07 | Long | 88.9% | +1.92% | 8.80 | 9 |
| 07.07 → 22.07 | Long | 77.8% | +3.09% | 4.44 | 9 |
| 12.07 → 31.08 | Long | 77.8% | +2.80% | 2.13 | 9 |
| 07.07 → 23.07 | Long | 77.8% | +2.74% | 3.95 | 9 |