Over 2022 to 2025 (4 years of data), EXRUSUSD has tended to move long between 21.07 and 26.07, closing higher in 100.0% of those years for an average +1.91% move and an annualized Sharpe of 9.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 26.07 | Long | 100.0% | +1.91% | 9.40 | 4 |
| 21.07 → 27.07 | Long | 100.0% | +1.70% | 5.81 | 4 |
| 23.07 → 04.08 | Short | 75.0% | +4.18% | 2.57 | 4 |
| 18.07 → 04.08 | Short | 75.0% | +3.85% | 1.46 | 4 |
| 17.07 → 04.08 | Short | 75.0% | +3.83% | 1.43 | 4 |
| 21.07 → 11.09 | Long | 75.0% | +3.56% | 0.96 | 4 |
| 22.07 → 04.08 | Short | 75.0% | +3.19% | 1.85 | 4 |
| 21.07 → 29.07 | Long | 75.0% | +3.14% | 4.72 | 4 |