United States
Over 2022 to 2025 (4 years of data), RNRUSUSD has tended to move long between 09.10 and 30.11, closing higher in 100.0% of those years for an average +15.57% move and an annualized Sharpe of 2.20.
Best window
09.10 - 30.11
Direction
Long
Win rate
100.0%
Avg return
+15.57%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 30.11 | Long | 100.0% | +15.57% | 2.20 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +14.97% | 2.08 | 4 |
| 08.10 → 04.12 | Long | 100.0% |
| +14.80% |
| 2.06 |
| 4 |
| 09.10 → 29.11 | Long | 100.0% | +14.69% | 2.13 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +14.67% | 2.07 | 4 |
| 09.10 → 03.12 | Long | 100.0% | +14.59% | 2.07 | 4 |
| 09.10 → 05.12 | Long | 100.0% | +14.52% | 2.01 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +14.38% | 2.24 | 4 |