Over 2022 to 2025 (4 years of data), REUSUSD has tended to move short between 11.07 and 07.08, closing higher in 100.0% of those years for an average +3.79% move and an annualized Sharpe of 6.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 07.08 | Short | 100.0% | +3.79% | 6.97 | 4 |
| 12.07 → 10.09 | Long | 100.0% | +3.75% | 3.84 | 4 |
| 09.07 → 07.08 | Short | 100.0% | +3.57% | 4.71 | 4 |
| 12.07 → 07.08 | Short | 100.0% | +3.53% | 8.46 | 4 |
| 10.07 → 07.08 | Short | 100.0% | +3.51% | 6.03 | 4 |
| 08.07 → 07.08 | Short | 100.0% | +3.39% | 4.08 | 4 |
| 13.07 → 07.08 | Short | 100.0% | +3.33% | 8.65 | 4 |
| 13.07 → 09.09 | Long | 100.0% | +3.22% | 3.39 | 4 |