Over 2022 to 2025 (4 years of data), ZBRAUSUSD has tended to move short between 26.08 and 08.09, closing higher in 100.0% of those years for an average +3.79% move and an annualized Sharpe of 8.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 08.09 | Short | 100.0% | +3.79% | 8.86 | 4 |
| 24.08 → 08.09 | Short | 100.0% | +3.67% | 17.17 | 4 |
| 23.08 → 08.09 | Short | 100.0% | +3.58% | 26.93 | 4 |
| 24.08 → 13.09 | Short | 100.0% | +3.43% | 6.26 | 4 |
| 26.08 → 16.09 | Short | 100.0% | +3.38% | 3.43 | 4 |
| 23.08 → 13.09 | Short | 100.0% | +3.32% | 4.78 | 4 |
| 26.08 → 09.09 | Short | 100.0% | +3.31% | 15.97 | 4 |
| 24.08 → 16.09 | Short | 100.0% | +3.28% | 4.30 | 4 |