United States
Over 2022 to 2025 (4 years of data), RNGUSUSD has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +15.79% move and an annualized Sharpe of 4.43.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+15.79%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +15.79% | 4.43 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +15.65% | 3.55 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +15.45% |
| 3.65 |
| 4 |
| 12.10 → 08.12 | Long | 100.0% | +15.15% | 4.66 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +14.97% | 4.73 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +14.63% | 3.06 | 4 |
| 12.10 → 09.12 | Long | 100.0% | +14.12% | 3.87 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +13.80% | 2.85 | 4 |