Over 2022 to 2025 (4 years of data), RMDUSUSD has tended to move long between 10.07 and 02.08, closing higher in 100.0% of those years for an average +10.61% move and an annualized Sharpe of 7.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 02.08 | Long | 100.0% | +10.61% | 7.25 | 4 |
| 11.07 → 02.08 | Long | 100.0% | +10.47% | 7.30 | 4 |
| 12.07 → 02.08 | Long | 100.0% | +10.44% | 7.18 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +9.77% | 11.45 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +9.66% | 7.80 | 4 |
| 10.07 → 01.08 | Long | 100.0% | +9.65% | 9.23 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +9.65% | 9.80 | 4 |
| 07.07 → 02.08 | Long | 100.0% | +9.53% | 7.16 | 4 |