Over 2022 to 2025 (4 years of data), RNRUSUSD has tended to move long between 13.07 and 11.09, closing higher in 100.0% of those years for an average +6.06% move and an annualized Sharpe of 2.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 100.0% | +6.06% | 2.41 | 4 |
| 12.07 → 10.09 | Long | 75.0% | +6.36% | 2.10 | 4 |
| 12.07 → 07.09 | Long | 75.0% | +5.71% | 1.75 | 4 |
| 12.07 → 09.09 | Long | 75.0% | +5.57% | 1.63 | 4 |
| 13.07 → 10.09 | Long | 75.0% | +5.52% | 2.01 | 4 |
| 12.07 → 08.09 | Long | 75.0% | +5.50% | 1.64 | 4 |
| 10.07 → 07.09 | Long | 75.0% | +5.33% | 1.51 | 4 |
| 12.07 → 06.09 | Long | 75.0% | +5.18% | 1.54 | 4 |