Over 2022 to 2025 (4 years of data), ROLUSUSD has tended to move long between 13.07 and 24.07, closing higher in 100.0% of those years for an average +3.39% move and an annualized Sharpe of 11.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 24.07 | Long | 100.0% | +3.39% | 11.71 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +3.34% | 12.21 | 4 |
| 12.07 → 24.07 | Long | 100.0% | +2.96% | 12.88 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +2.91% | 13.45 | 4 |
| 10.07 → 24.07 | Long | 100.0% | +2.29% | 6.61 | 4 |
| 10.07 → 23.07 | Long | 100.0% | +2.23% | 6.98 | 4 |
| 12.07 → 19.07 | Long | 100.0% | +1.37% | 8.97 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +1.36% | 6.76 | 4 |