Over 2022 to 2025 (4 years of data), ZBRAUSUSD has tended to move long between 22.07 and 31.07, closing higher in 100.0% of those years for an average +7.32% move and an annualized Sharpe of 14.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 31.07 | Long | 100.0% | +7.32% | 14.01 | 4 |
| 26.07 → 31.07 | Long | 100.0% | +7.00% | 11.17 | 4 |
| 28.07 → 05.08 | Short | 100.0% | +6.88% | 7.66 | 4 |
| 28.07 → 06.08 | Short | 100.0% | +6.76% | 7.53 | 4 |
| 24.07 → 06.09 | Short | 100.0% | +6.66% | 5.84 | 4 |
| 22.07 → 30.07 | Long | 100.0% | +6.56% | 12.09 | 4 |
| 25.07 → 06.09 | Short | 100.0% | +6.51% | 4.84 | 4 |
| 23.07 → 31.07 | Long | 100.0% | +6.50% | 17.47 | 4 |