United States
Over 2022 to 2025 (4 years of data), RMDUSUSD has tended to move short between 10.10 and 14.11, closing higher in 100.0% of those years for an average +3.54% move and an annualized Sharpe of 2.35.
Best window
10.10 - 14.11
Direction
Short
Win rate
100.0%
Avg return
+3.54%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 14.11 | Short | 100.0% | +3.54% | 2.35 | 4 |
| 09.10 → 13.11 | Short | 100.0% | +3.16% | 2.32 | 4 |
| 12.10 → 02.12 | Long | 75.0% |
| +4.92% |
| 1.55 |
| 4 |
| 06.10 → 14.11 | Short | 75.0% | +4.32% | 2.77 | 4 |
| 06.10 → 13.11 | Short | 75.0% | +4.05% | 3.61 | 4 |
| 12.10 → 11.12 | Long | 75.0% | +4.04% | 1.17 | 4 |
| 06.10 → 30.10 | Short | 75.0% | +3.98% | 3.31 | 4 |
| 12.10 → 10.12 | Long | 75.0% | +3.97% | 1.16 | 4 |