Over 2022 to 2025 (4 years of data), ZBRAUSUSD has tended to move long between 09.07 and 30.07, closing higher in 100.0% of those years for an average +11.13% move and an annualized Sharpe of 8.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.07 | Long | 100.0% | +11.13% | 8.78 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +11.05% | 6.76 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +10.07% | 6.70 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +8.96% | 4.48 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +8.90% | 6.06 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +8.83% | 4.74 | 4 |
| 11.07 → 30.07 | Long | 100.0% | +8.45% | 4.63 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +8.06% | 5.38 | 4 |