Over 2022 to 2025 (4 years of data), RMDUSUSD has tended to move long between 11.07 and 02.08, closing higher in 100.0% of those years for an average +11.45% move and an annualized Sharpe of 10.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 02.08 | Long | 100.0% | +11.45% | 10.02 | 4 |
| 13.07 → 02.08 | Long | 100.0% | +11.36% | 8.34 | 4 |
| 12.07 → 02.08 | Long | 100.0% | +11.06% | 8.87 | 4 |
| 11.07 → 03.08 | Long | 100.0% | +10.20% | 8.75 | 4 |
| 13.07 → 03.08 | Long | 100.0% | +10.16% | 6.33 | 4 |
| 14.07 → 02.08 | Long | 100.0% | +10.08% | 8.79 | 4 |
| 12.07 → 03.08 | Long | 100.0% | +9.85% | 6.95 | 4 |
| 11.07 → 01.08 | Long | 100.0% | +9.44% | 11.52 | 4 |