Over 2022 to 2025 (4 years of data), RNRUSUSD has tended to move long between 18.08 and 17.10, closing higher in 100.0% of those years for an average +13.25% move and an annualized Sharpe of 3.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 17.10 | Long | 100.0% | +13.25% | 3.43 | 4 |
| 16.08 → 14.10 | Long | 100.0% | +13.06% | 4.51 | 4 |
| 18.08 → 14.10 | Long | 100.0% | +12.97% | 3.88 | 4 |
| 16.08 → 15.10 | Long | 100.0% | +12.72% | 5.12 | 4 |
| 18.08 → 15.10 | Long | 100.0% | +12.64% | 4.18 | 4 |
| 15.08 → 14.10 | Long | 100.0% | +12.62% | 4.11 | 4 |
| 16.08 → 04.10 | Long | 100.0% | +12.30% | 7.28 | 4 |
| 16.08 → 13.10 | Long | 100.0% | +12.29% | 4.41 | 4 |