Over 2020 to 2025 (6 years of data), ROKUUSUSD has tended to move short between 22.07 and 11.08, closing higher in 80.0% of those years for an average +8.92% move and an annualized Sharpe of 4.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 11.08 | Short | 80.0% | +8.92% | 4.47 | 5 |
| 22.07 → 10.08 | Short | 80.0% | +8.49% | 4.61 | 5 |
| 24.07 → 11.08 | Short | 80.0% | +8.33% | 4.02 | 5 |
| 22.07 → 20.08 | Short | 80.0% | +8.01% | 2.50 | 5 |
| 24.07 → 10.08 | Short | 80.0% | +7.95% | 4.31 | 5 |
| 22.07 → 19.08 | Short | 80.0% | +7.67% | 2.57 | 5 |
| 28.07 → 11.08 | Short | 80.0% | +7.51% | 4.39 | 5 |
| 23.07 → 11.08 | Short | 80.0% | +7.13% | 4.03 | 5 |