Over 2022 to 2025 (4 years of data), ROBOUSUSD has tended to move long between 18.08 and 01.09, closing higher in 100.0% of those years for an average +2.74% move and an annualized Sharpe of 7.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 01.09 | Long | 100.0% | +2.74% | 7.19 | 3 |
| 18.08 → 31.08 | Long | 100.0% | +2.65% | 7.68 | 3 |
| 21.08 → 01.09 | Long | 100.0% | +2.62% | 10.96 | 3 |
| 18.08 → 30.08 | Long | 100.0% | +2.57% | 8.21 | 3 |
| 21.08 → 31.08 | Long | 100.0% | +2.53% | 12.15 | 3 |
| 21.08 → 30.08 | Long | 100.0% | +2.46% | 13.49 | 3 |
| 19.08 → 01.09 | Long | 100.0% | +2.28% | 6.65 | 3 |
| 19.08 → 31.08 | Long | 100.0% | +2.19% | 7.06 | 3 |