Over 2022 to 2025 (4 years of data), REGUSUSD has tended to move long between 23.08 and 07.09, closing higher in 100.0% of those years for an average +5.16% move and an annualized Sharpe of 5.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 07.09 | Long | 100.0% | +5.16% | 5.54 | 4 |
| 23.08 → 09.09 | Long | 100.0% | +4.94% | 4.75 | 4 |
| 22.08 → 10.10 | Short | 100.0% | +4.92% | 2.16 | 4 |
| 21.08 → 10.10 | Short | 100.0% | +4.80% | 2.08 | 4 |
| 21.08 → 08.10 | Short | 100.0% | +4.48% | 1.93 | 4 |
| 21.08 → 06.10 | Short | 100.0% | +4.46% | 2.19 | 4 |
| 27.08 → 10.09 | Long | 100.0% | +4.44% | 8.28 | 4 |
| 21.08 → 07.10 | Short | 100.0% | +4.37% | 1.89 | 4 |