Over 2017 to 2025 (9 years of data), REGNUSUSD has tended to move long between 22.07 and 03.08, closing higher in 100.0% of those years for an average +2.88% move and an annualized Sharpe of 6.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 03.08 | Long | 100.0% | +2.88% | 6.03 | 8 |
| 22.07 → 21.08 | Long | 87.5% | +6.60% | 3.37 | 8 |
| 23.07 → 21.08 | Long | 87.5% | +6.47% | 3.50 | 8 |
| 22.07 → 20.08 | Long | 87.5% | +6.46% | 3.53 | 8 |
| 22.07 → 20.09 | Long | 87.5% | +6.44% | 1.77 | 8 |
| 27.07 → 30.08 | Long | 87.5% | +6.39% | 2.62 | 8 |
| 22.07 → 19.08 | Long | 87.5% | +6.36% | 3.92 | 8 |
| 25.07 → 30.08 | Long | 87.5% | +6.31% | 2.69 | 8 |