Over 2018 to 2025 (8 years of data), ZBHUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +5.44% move and an annualized Sharpe of 4.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +5.44% | 4.43 | 8 |
| 08.07 → 25.07 | Long | 100.0% | +5.16% | 4.72 | 8 |
| 09.07 → 25.07 | Long | 100.0% | +4.68% | 4.71 | 8 |
| 07.07 → 23.07 | Long | 100.0% | +3.73% | 4.10 | 8 |
| 08.07 → 23.07 | Long | 100.0% | +3.47% | 4.04 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +7.07% | 4.03 | 8 |
| 07.07 → 26.07 | Long | 87.5% | +6.94% | 5.64 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +6.66% | 5.96 | 8 |