United States
Over 2022 to 2025 (4 years of data), REUSUSD has tended to move long between 11.10 and 14.10, closing higher in 100.0% of those years for an average +2.83% move and an annualized Sharpe of 18.72.
Best window
11.10 - 14.10
Direction
Long
Win rate
100.0%
Avg return
+2.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 100.0% | +2.83% | 18.72 | 4 |
| 10.10 → 14.10 | Long | 100.0% | +2.37% | 20.57 | 4 |
| 07.10 → 10.10 | Short | 100.0% |
| +1.47% |
| 10.80 |
| 4 |
| 09.10 → 25.11 | Long | 75.0% | +6.85% | 1.35 | 4 |
| 09.10 → 30.11 | Long | 75.0% | +6.28% | 1.13 | 4 |
| 08.10 → 25.11 | Long | 75.0% | +6.22% | 1.18 | 4 |
| 09.10 → 27.11 | Long | 75.0% | +6.10% | 1.23 | 4 |
| 09.10 → 24.11 | Long | 75.0% | +6.01% | 1.24 | 4 |