Over 2022 to 2025 (4 years of data), RCLUSUSD has tended to move long between 13.07 and 28.08, closing higher in 100.0% of those years for an average +10.48% move and an annualized Sharpe of 2.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.08 | Long | 100.0% | +10.48% | 2.31 | 4 |
| 12.07 → 28.08 | Long | 100.0% | +10.26% | 2.36 | 4 |
| 13.07 → 29.08 | Long | 100.0% | +9.72% | 2.16 | 4 |
| 13.07 → 19.07 | Long | 100.0% | +7.38% | 6.55 | 4 |
| 12.07 → 19.07 | Long | 100.0% | +7.18% | 6.35 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +4.97% | 10.92 | 4 |
| 11.07 → 23.07 | Long | 100.0% | +4.88% | 9.59 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +4.81% | 12.82 | 4 |