Over 2020 to 2025 (6 years of data), ROKUUSUSD has tended to move long between 07.07 and 20.07, closing higher in 100.0% of those years for an average +6.65% move and an annualized Sharpe of 6.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 100.0% | +6.65% | 6.31 | 5 |
| 07.07 → 19.07 | Long | 100.0% | +6.54% | 6.41 | 5 |
| 08.07 → 20.07 | Long | 100.0% | +5.04% | 4.56 | 5 |
| 11.07 → 18.08 | Short | 80.0% | +7.85% | 2.73 | 5 |
| 11.07 → 10.08 | Short | 80.0% | +7.80% | 4.74 | 5 |
| 11.07 → 09.08 | Short | 80.0% | +7.05% | 5.00 | 5 |
| 13.07 → 18.08 | Short | 80.0% | +7.04% | 2.56 | 5 |
| 13.07 → 10.08 | Short | 80.0% | +6.96% | 4.33 | 5 |