Over 2022 to 2025 (4 years of data), REUSUSD has tended to move long between 21.07 and 19.09, closing higher in 100.0% of those years for an average +4.80% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 19.09 | Long | 100.0% | +4.80% | 2.72 | 4 |
| 21.07 → 15.09 | Long | 100.0% | +4.60% | 3.56 | 4 |
| 22.07 → 19.09 | Long | 100.0% | +4.57% | 2.84 | 4 |
| 21.07 → 18.09 | Long | 100.0% | +4.55% | 2.88 | 4 |
| 21.07 → 17.09 | Long | 100.0% | +4.39% | 2.69 | 4 |
| 22.07 → 15.09 | Long | 100.0% | +4.37% | 3.99 | 4 |
| 20.07 → 15.09 | Long | 100.0% | +4.35% | 3.57 | 4 |
| 22.07 → 18.09 | Long | 100.0% | +4.32% | 3.10 | 4 |