Over 2022 to 2025 (4 years of data), REGUSUSD has tended to move long between 10.07 and 11.08, closing higher in 100.0% of those years for an average +11.77% move and an annualized Sharpe of 6.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 11.08 | Long | 100.0% | +11.77% | 6.82 | 4 |
| 10.07 → 12.08 | Long | 100.0% | +11.57% | 6.83 | 4 |
| 10.07 → 04.08 | Long | 100.0% | +11.42% | 15.25 | 4 |
| 10.07 → 09.08 | Long | 100.0% | +11.32% | 7.74 | 4 |
| 10.07 → 10.08 | Long | 100.0% | +11.23% | 7.14 | 4 |
| 10.07 → 06.09 | Long | 100.0% | +11.09% | 6.27 | 4 |
| 10.07 → 13.08 | Long | 100.0% | +11.01% | 5.81 | 4 |
| 10.07 → 06.08 | Long | 100.0% | +10.90% | 11.29 | 4 |