Over 2022 to 2025 (4 years of data), ROBOUSUSD has tended to move long between 23.08 and 27.08, closing higher in 100.0% of those years for an average +0.73% move and an annualized Sharpe of 16.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 27.08 | Long | 100.0% | +0.73% | 16.19 | 3 |
| 23.08 → 26.08 | Long | 100.0% | +0.59% | 12.32 | 3 |
| 22.08 → 04.10 | Long | 75.0% | +3.33% | 1.50 | 4 |
| 22.08 → 06.10 | Long | 75.0% | +3.19% | 1.54 | 4 |
| 22.08 → 05.10 | Long | 75.0% | +3.11% | 1.40 | 4 |
| 23.08 → 04.10 | Long | 75.0% | +2.91% | 1.52 | 4 |
| 23.08 → 06.10 | Long | 75.0% | +2.77% | 1.60 | 4 |
| 26.08 → 04.10 | Long | 75.0% | +2.70% | 1.36 | 4 |