United States
Over 2018 to 2025 (8 years of data), RFUSUSD has tended to move long between 11.10 and 02.12, closing higher in 87.5% of those years for an average +8.97% move and an annualized Sharpe of 2.45.
Best window
11.10 - 02.12
Direction
Long
Win rate
87.5%
Avg return
+8.97%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 87.5% | +8.97% | 2.45 | 8 |
| 10.10 → 02.12 | Long | 87.5% | +8.52% | 2.12 | 8 |
| 09.10 → 02.12 | Long | 87.5% |
| +8.42% |
| 2.19 |
| 8 |
| 11.10 → 01.12 | Long | 87.5% | +8.21% | 2.35 | 8 |
| 11.10 → 04.12 | Long | 87.5% | +7.86% | 1.91 | 8 |
| 10.10 → 01.12 | Long | 87.5% | +7.76% | 2.01 | 8 |
| 09.10 → 01.12 | Long | 87.5% | +7.66% | 2.08 | 8 |
| 08.10 → 04.12 | Long | 87.5% | +7.63% | 1.72 | 8 |