Over 2018 to 2025 (8 years of data), RFUSUSD has tended to move long between 16.08 and 25.08, closing higher in 75.0% of those years for an average +1.93% move and an annualized Sharpe of 3.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 25.08 | Long | 75.0% | +1.93% | 3.33 | 8 |
| 14.08 → 29.08 | Long | 75.0% | +1.91% | 1.73 | 8 |
| 14.08 → 30.08 | Long | 75.0% | +1.87% | 1.47 | 8 |
| 16.08 → 27.08 | Long | 75.0% | +1.85% | 2.51 | 8 |
| 16.08 → 28.08 | Long | 75.0% | +1.84% | 2.30 | 8 |
| 14.08 → 31.08 | Long | 75.0% | +1.83% | 1.34 | 8 |
| 15.08 → 25.08 | Long | 75.0% | +1.63% | 2.55 | 8 |
| 14.08 → 25.08 | Long | 75.0% | +1.62% | 1.97 | 8 |