Over 2022 to 2025 (4 years of data), RNGUSUSD has tended to move long between 11.07 and 21.07, closing higher in 100.0% of those years for an average +10.69% move and an annualized Sharpe of 11.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Long | 100.0% | +10.69% | 11.65 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +10.26% | 10.70 | 4 |
| 11.07 → 27.07 | Long | 100.0% | +9.78% | 4.97 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +9.22% | 16.84 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +8.80% | 15.05 | 4 |
| 11.07 → 23.07 | Long | 100.0% | +8.67% | 8.98 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +8.26% | 5.57 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +7.29% | 8.53 | 4 |