United States ETFs
Over 2022 to 2025 (4 years of data), ROBOUSUSD has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +9.23% move and an annualized Sharpe of 3.75.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+9.23%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +9.23% | 3.75 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +8.91% | 3.92 | 4 |
| 12.10 → 10.12 | Long | 100.0% |
| +8.83% |
| 3.42 |
| 4 |
| 11.10 → 09.12 | Long | 100.0% | +8.72% | 4.62 | 4 |
| 12.10 → 09.12 | Long | 100.0% | +8.63% | 3.93 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +8.31% | 4.17 | 4 |
| 12.10 → 08.12 | Long | 100.0% | +8.22% | 3.59 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +8.00% | 3.79 | 4 |