United States
Over 2022 to 2025 (4 years of data), RCLUSUSD has tended to move long between 05.10 and 02.12, closing higher in 75.0% of those years for an average +23.80% move and an annualized Sharpe of 2.55.
Best window
05.10 - 02.12
Direction
Long
Win rate
75.0%
Avg return
+23.80%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 02.12 | Long | 75.0% | +23.80% | 2.55 | 4 |
| 06.10 → 02.12 | Long | 75.0% | +23.68% | 2.59 | 4 |
| 11.10 → 02.12 | Long | 75.0% |
| +23.38% |
| 2.68 |
| 4 |
| 07.10 → 02.12 | Long | 75.0% | +23.18% | 2.55 | 4 |
| 05.10 → 01.12 | Long | 75.0% | +23.08% | 2.50 | 4 |
| 05.10 → 04.12 | Long | 75.0% | +23.07% | 2.38 | 4 |
| 07.10 → 06.12 | Long | 75.0% | +23.03% | 2.23 | 4 |
| 06.10 → 04.12 | Long | 75.0% | +22.96% | 2.41 | 4 |