Over 2018 to 2025 (8 years of data), RFUSUSD has tended to move long between 08.07 and 26.07, closing higher in 100.0% of those years for an average +7.93% move and an annualized Sharpe of 8.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 26.07 | Long | 100.0% | +7.93% | 8.26 | 8 |
| 07.07 → 26.07 | Long | 100.0% | +7.71% | 8.01 | 8 |
| 07.07 → 29.07 | Long | 100.0% | +7.57% | 7.81 | 8 |
| 08.07 → 27.07 | Long | 100.0% | +7.53% | 7.29 | 8 |
| 08.07 → 28.07 | Long | 100.0% | +7.47% | 6.84 | 8 |
| 07.07 → 25.07 | Long | 100.0% | +7.25% | 8.11 | 8 |
| 07.07 → 30.07 | Long | 100.0% | +7.09% | 5.73 | 8 |
| 07.07 → 23.07 | Long | 100.0% | +6.74% | 8.45 | 8 |