Over 2022 to 2025 (4 years of data), ROBOUSUSD has tended to move long between 07.07 and 16.07, closing higher in 100.0% of those years for an average +4.15% move and an annualized Sharpe of 34.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Long | 100.0% | +4.15% | 34.87 | 3 |
| 08.07 → 16.07 | Long | 100.0% | +4.03% | 25.47 | 3 |
| 07.07 → 22.07 | Long | 100.0% | +3.54% | 8.48 | 3 |
| 09.07 → 16.07 | Long | 100.0% | +3.51% | 15.02 | 3 |
| 07.07 → 17.07 | Long | 100.0% | +3.47% | 16.40 | 3 |
| 08.07 → 22.07 | Long | 100.0% | +3.41% | 10.02 | 3 |
| 07.07 → 12.07 | Long | 100.0% | +3.39% | 21.63 | 3 |
| 08.07 → 17.07 | Long | 100.0% | +3.35% | 15.53 | 3 |