Over 2022 to 2025 (4 years of data), RCLUSUSD has tended to move long between 22.08 and 29.08, closing higher in 100.0% of those years for an average +6.84% move and an annualized Sharpe of 11.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 29.08 | Long | 100.0% | +6.84% | 11.88 | 4 |
| 21.08 → 29.08 | Long | 100.0% | +6.35% | 11.22 | 4 |
| 23.08 → 29.08 | Long | 100.0% | +5.62% | 13.50 | 4 |
| 25.08 → 29.08 | Long | 100.0% | +2.59% | 13.93 | 4 |
| 27.08 → 05.09 | Short | 100.0% | +0.97% | 7.41 | 4 |
| 22.08 → 19.09 | Long | 75.0% | +9.95% | 2.75 | 4 |
| 22.08 → 15.09 | Long | 75.0% | +9.66% | 2.79 | 4 |
| 21.08 → 15.09 | Long | 75.0% | +9.20% | 2.56 | 4 |