Over 2017 to 2025 (9 years of data), REGNUSUSD has tended to move long between 12.07 and 19.08, closing higher in 100.0% of those years for an average +6.39% move and an annualized Sharpe of 3.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 19.08 | Long | 100.0% | +6.39% | 3.76 | 8 |
| 11.07 → 19.08 | Long | 100.0% | +6.18% | 3.35 | 8 |
| 13.07 → 19.08 | Long | 100.0% | +6.05% | 3.70 | 8 |
| 07.07 → 03.08 | Long | 100.0% | +4.07% | 4.36 | 8 |
| 10.07 → 20.08 | Long | 87.5% | +6.98% | 2.81 | 8 |
| 12.07 → 20.08 | Long | 87.5% | +6.98% | 3.48 | 8 |
| 11.07 → 20.08 | Long | 87.5% | +6.77% | 3.13 | 8 |
| 13.07 → 20.08 | Long | 87.5% | +6.64% | 3.37 | 8 |