

Over 2018 to 2025 (8 years of data), ISRGUSUSD has tended to move long between 11.07 and 19.07, closing higher in 100.0% of those years for an average +3.64% move and an annualized Sharpe of 5.86.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.5577 |
| 3 | 98.9628 |
| 4 | 99.3847 |
| 5 | 98.841 |
| 6 | 98.6253 |
| 7 | 98.0732 |
| 8 | 98.9491 |
| 9 | 99.8 |
| 10 | 102.0238 |
| 11 | 100.998 |
| 12 | 100.1922 |
| 13 | 100.2155 |
| 14 | 99.5786 |
| 15 | 100.5553 |
| 16 | 100.6431 |
| 17 | 101.4137 |
| 18 | 101.272 |
| 19 | 101.0423 |
| 20 | 101.6164 |
| 21 | 100.7074 |
| 22 | 99.9286 |
| 23 | 99.5712 |
| 24 | 98.748 |
| 25 | 97.3613 |
| 26 | 98.057 |
| 27 | 96.8237 |
| 28 | 96.9518 |
| 29 | 96.734 |
| 30 | 96.9465 |
| 31 | 97.7528 |
| 32 | 98.3731 |
| 33 | 99.4488 |
| 34 | 98.8357 |
| 35 | 99.2325 |
| 36 | 99.688 |
| 37 | 99.6061 |
| 38 | 99.3321 |
| 39 | 99.2092 |
| 40 | 99.6015 |
| 41 | 100.2951 |
| 42 | 100.31 |
| 43 | 100.5758 |
| 44 | 100.4889 |
| 45 | 100.5352 |
| 46 | 101.4568 |
| 47 | 100.9054 |
| 48 | 100.2596 |
| 49 | 100.0217 |
| 50 | 100.0701 |
| 51 | 100.1025 |
| 52 | 99.426 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 100.0% | +3.64% | 5.86 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +3.68% | 2.93 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +3.54% | 3.02 | 8 |
| 09.07 → 22.07 | Long | 87.5% | +3.28% | 2.98 | 8 |
| 07.07 → 21.07 | Long | 87.5% | +3.09% | 3.36 | 8 |
| 08.07 → 21.07 | Long | 87.5% | +2.96% | 3.52 | 8 |
| 09.07 → 21.07 | Long | 87.5% |
| 53 |
|---|
| 99.8204 |
| 54 | 99.6179 |
|---|
| 55 | 99.4403 |
|---|
| 56 | 98.3841 |
|---|
| 57 | 98.296 |
|---|
| 58 | 97.4703 |
|---|
| 59 | 97.1424 |
|---|
| 60 | 97.7813 |
|---|
| 61 | 98.5074 |
|---|
| 62 | 98.9318 |
|---|
| 63 | 98.2109 |
|---|
| 64 | 99.1433 |
|---|
| 65 | 97.2792 |
|---|
| 66 | 95.7507 |
|---|
| 67 | 94.3055 |
|---|
| 68 | 94.8952 |
|---|
| 69 | 92.7726 |
|---|
| 70 | 94.1056 |
|---|
| 71 | 93.2375 |
|---|
| 72 | 91.9486 |
|---|
| 73 | 92.327 |
|---|
| 74 | 92.6362 |
|---|
| 75 | 93.6422 |
|---|
| 76 | 91.7683 |
|---|
| 77 | 92.2621 |
|---|
| 78 | 91.9785 |
|---|
| 79 | 92.2452 |
|---|
| 80 | 91.9279 |
|---|
| 81 | 91.5905 |
|---|
| 82 | 91.2422 |
|---|
| 83 | 91.7453 |
|---|
| 84 | 94.3168 |
|---|
| 85 | 95.4186 |
|---|
| 86 | 96.2789 |
|---|
| 87 | 96.0008 |
|---|
| 88 | 96.4417 |
|---|
| 89 | 96.6265 |
|---|
| 90 | 97.4516 |
|---|
| 91 | 97.7124 |
|---|
| 92 | 96.7783 |
|---|
| 93 | 96.1337 |
|---|
| 94 | 94.5741 |
|---|
| 95 | 94.7505 |
|---|
| 96 | 94.7196 |
|---|
| 97 | 96.1892 |
|---|
| 98 | 95.8046 |
|---|
| 99 | 98.5059 |
|---|
| 100 | 97.8101 |
|---|
| 101 | 97.473 |
|---|
| 102 | 97.3516 |
|---|
| 103 | 97.969 |
|---|
| 104 | 97.1634 |
|---|
| 105 | 97.7093 |
|---|
| 106 | 97.1308 |
|---|
| 107 | 96.3331 |
|---|
| 108 | 96.5549 |
|---|
| 109 | 98.7847 |
|---|
| 110 | 98.853 |
|---|
| 111 | 99.324 |
|---|
| 112 | 95.3044 |
|---|
| 113 | 96.6063 |
|---|
| 114 | 97.7491 |
|---|
| 115 | 98.0429 |
|---|
| 116 | 97.3276 |
|---|
| 117 | 96.8378 |
|---|
| 118 | 97.7144 |
|---|
| 119 | 96.7763 |
|---|
| 120 | 97.2237 |
|---|
| 121 | 96.6085 |
|---|
| 122 | 96.7734 |
|---|
| 123 | 97.2365 |
|---|
| 124 | 97.4573 |
|---|
| 125 | 96.7608 |
|---|
| 126 | 96.6025 |
|---|
| 127 | 96.5304 |
|---|
| 128 | 97.508 |
|---|
| 129 | 96.1276 |
|---|
| 130 | 96.1559 |
|---|
| 131 | 96.2095 |
|---|
| 132 | 96.5788 |
|---|
| 133 | 96.6316 |
|---|
| 134 | 96.5818 |
|---|
| 135 | 96.9715 |
|---|
| 136 | 97.3815 |
|---|
| 137 | 97.3823 |
|---|
| 138 | 96.9576 |
|---|
| 139 | 97.6771 |
|---|
| 140 | 97.5403 |
|---|
| 141 | 97.7573 |
|---|
| 142 | 97.6101 |
|---|
| 143 | 97.1933 |
|---|
| 144 | 97.1992 |
|---|
| 145 | 97.9421 |
|---|
| 146 | 98.044 |
|---|
| 147 | 98.5008 |
|---|
| 148 | 98.6401 |
|---|
| 149 | 98.8161 |
|---|
| 150 | 98.9324 |
|---|
| 151 | 98.6765 |
|---|
| 152 | 97.9426 |
|---|
| 153 | 98.3867 |
|---|
| 154 | 97.6081 |
|---|
| 155 | 98.4137 |
|---|
| 156 | 98.8293 |
|---|
| 157 | 99.6919 |
|---|
| 158 | 100.1018 |
|---|
| 159 | 100.0779 |
|---|
| 160 | 98.8812 |
|---|
| 161 | 99.0332 |
|---|
| 162 | 98.9158 |
|---|
| 163 | 97.6556 |
|---|
| 164 | 97.662 |
|---|
| 165 | 97.4538 |
|---|
| 166 | 98.1054 |
|---|
| 167 | 98.2576 |
|---|
| 168 | 98.7985 |
|---|
| 169 | 99.1465 |
|---|
| 170 | 99.5989 |
|---|
| 171 | 99.8207 |
|---|
| 172 | 99.8073 |
|---|
| 173 | 100.5421 |
|---|
| 174 | 101.1093 |
|---|
| 175 | 101.6104 |
|---|
| 176 | 100.5587 |
|---|
| 177 | 101.019 |
|---|
| 178 | 101.1125 |
|---|
| 179 | 101.1369 |
|---|
| 180 | 101.5599 |
|---|
| 181 | 101.8838 |
|---|
| 182 | 102.817 |
|---|
| 183 | 102.8996 |
|---|
| 184 | 103.2099 |
|---|
| 185 | 103.0556 |
|---|
| 186 | 103.0286 |
|---|
| 187 | 103.2469 |
|---|
| 188 | 103.4352 |
|---|
| 189 | 102.8537 |
|---|
| 190 | 102.8576 |
|---|
| 191 | 103.104 |
|---|
| 192 | 102.6582 |
|---|
| 193 | 102.6014 |
|---|
| 194 | 102.5411 |
|---|
| 195 | 102.9918 |
|---|
| 196 | 103.7039 |
|---|
| 197 | 103.665 |
|---|
| 198 | 103.8868 |
|---|
| 199 | 104.7518 |
|---|
| 200 | 104.2593 |
|---|
| 201 | 106.2382 |
|---|
| 202 | 106.215 |
|---|
| 203 | 105.5821 |
|---|
| 204 | 106.0916 |
|---|
| 205 | 105.1976 |
|---|
| 206 | 105.6232 |
|---|
| 207 | 104.5743 |
|---|
| 208 | 105.1906 |
|---|
| 209 | 105.8364 |
|---|
| 210 | 105.9699 |
|---|
| 211 | 106.7119 |
|---|
| 212 | 105.1217 |
|---|
| 213 | 105.5759 |
|---|
| 214 | 105.6507 |
|---|
| 215 | 105.8201 |
|---|
| 216 | 105.6864 |
|---|
| 217 | 104.9985 |
|---|
| 218 | 105.25 |
|---|
| 219 | 105.4479 |
|---|
| 220 | 105.4144 |
|---|
| 221 | 105.4739 |
|---|
| 222 | 105.2656 |
|---|
| 223 | 105.1222 |
|---|
| 224 | 105.2013 |
|---|
| 225 | 105.8789 |
|---|
| 226 | 105.4892 |
|---|
| 227 | 105.5525 |
|---|
| 228 | 105.2953 |
|---|
| 229 | 104.763 |
|---|
| 230 | 104.8475 |
|---|
| 231 | 104.6682 |
|---|
| 232 | 104.6626 |
|---|
| 233 | 104.5536 |
|---|
| 234 | 104.4914 |
|---|
| 235 | 104.1967 |
|---|
| 236 | 104.0786 |
|---|
| 237 | 104.7517 |
|---|
| 238 | 104.241 |
|---|
| 239 | 103.9412 |
|---|
| 240 | 104.7299 |
|---|
| 241 | 105.5242 |
|---|
| 242 | 106.3352 |
|---|
| 243 | 106.0787 |
|---|
| 244 | 106.2029 |
|---|
| 245 | 106.2316 |
|---|
| 246 | 105.2588 |
|---|
| 247 | 105.0411 |
|---|
| 248 | 105.4698 |
|---|
| 249 | 105.1683 |
|---|
| 250 | 105.181 |
|---|
| 251 | 105.6789 |
|---|
| 252 | 104.7447 |
|---|
| 253 | 104.4401 |
|---|
| 254 | 105.2965 |
|---|
| 255 | 105.2646 |
|---|
| 256 | 104.7523 |
|---|
| 257 | 104.7895 |
|---|
| 258 | 104.1499 |
|---|
| 259 | 103.7678 |
|---|
| 260 | 103.5037 |
|---|
| 261 | 103.2134 |
|---|
| 262 | 102.4604 |
|---|
| 263 | 101.8345 |
|---|
| 264 | 101.0043 |
|---|
| 265 | 101.0139 |
|---|
| 266 | 101.7697 |
|---|
| 267 | 101.8992 |
|---|
| 268 | 101.8824 |
|---|
| 269 | 101.9637 |
|---|
| 270 | 101.2787 |
|---|
| 271 | 101.4437 |
|---|
| 272 | 101.3841 |
|---|
| 273 | 101.6544 |
|---|
| 274 | 101.9386 |
|---|
| 275 | 101.6286 |
|---|
| 276 | 102.0575 |
|---|
| 277 | 102.2588 |
|---|
| 278 | 87.6989 |
|---|
| 279 | 88.0073 |
|---|
| 280 | 87.08 |
|---|
| 281 | 86.5986 |
|---|
| 282 | 86.8501 |
|---|
| 283 | 86.888 |
|---|
| 284 | 85.9868 |
|---|
| 285 | 85.3571 |
|---|
| 286 | 86.4669 |
|---|
| 287 | 86.1993 |
|---|
| 288 | 86.4224 |
|---|
| 289 | 86.0914 |
|---|
| 290 | 87.0409 |
|---|
| 291 | 88.0397 |
|---|
| 292 | 90.4253 |
|---|
| 293 | 90.3785 |
|---|
| 294 | 90.7725 |
|---|
| 295 | 91.7149 |
|---|
| 296 | 92.7266 |
|---|
| 297 | 93.0819 |
|---|
| 298 | 93.6794 |
|---|
| 299 | 93.7282 |
|---|
| 300 | 93.4005 |
|---|
| 301 | 94.0092 |
|---|
| 302 | 93.3745 |
|---|
| 303 | 93.2611 |
|---|
| 304 | 93.1761 |
|---|
| 305 | 93.2446 |
|---|
| 306 | 93.3063 |
|---|
| 307 | 93.6739 |
|---|
| 308 | 94.0505 |
|---|
| 309 | 95.0031 |
|---|
| 310 | 95.2554 |
|---|
| 311 | 95.8121 |
|---|
| 312 | 95.8765 |
|---|
| 313 | 95.6062 |
|---|
| 314 | 98.0044 |
|---|
| 315 | 97.4176 |
|---|
| 316 | 97.4331 |
|---|
| 317 | 97.6737 |
|---|
| 318 | 97.73 |
|---|
| 319 | 98.4441 |
|---|
| 320 | 98.9104 |
|---|
| 321 | 98.87 |
|---|
| 322 | 98.6633 |
|---|
| 323 | 98.741 |
|---|
| 324 | 98.7152 |
|---|
| 325 | 98.9289 |
|---|
| 326 | 99.107 |
|---|
| 327 | 98.9332 |
|---|
| 328 | 99.0016 |
|---|
| 329 | 99.7278 |
|---|
| 330 | 99.0772 |
|---|
| 331 | 99.2604 |
|---|
| 332 | 98.9107 |
|---|
| 333 | 98.9456 |
|---|
| 334 | 99.2059 |
|---|
| 335 | 99.1956 |
|---|
| 336 | 99.442 |
|---|
| 337 | 99.3842 |
|---|
| 338 | 99.3929 |
|---|
| 339 | 99.8908 |
|---|
| 340 | 99.854 |
|---|
| 341 | 100.7911 |
|---|
| 342 | 100.4652 |
|---|
| 343 | 99.8527 |
|---|
| 344 | 99.5621 |
|---|
| 345 | 99.6101 |
|---|
| 346 | 100.2196 |
|---|
| 347 | 100.7876 |
|---|
| 348 | 99.986 |
|---|
| 349 | 99.8414 |
|---|
| 350 | 100.0019 |
|---|
| 351 | 100.2682 |
|---|
| 352 | 100.8493 |
|---|
| 353 | 100.8855 |
|---|
| 354 | 100.2447 |
|---|
| 355 | 101.5183 |
|---|
| 356 | 102.3062 |
|---|
| 357 | 102.8727 |
|---|
| 358 | 102.8901 |
|---|
| 359 | 103.1564 |
|---|
| 360 | 103.1832 |
|---|
| 361 | 103.3176 |
|---|
| 362 | 103.1001 |
|---|
| 363 | 103.3376 |
|---|
| 364 | 103.0494 |
|---|
| 365 | 102.5612 |
|---|
| 366 | 102.1134 |
|---|
| +2.70% |
| 3.45 |
| 8 |
| 11.07 → 14.07 | Long | 87.5% | +1.59% | 10.39 | 8 |