United States
Over 2022 to 2025 (4 years of data), ROLUSUSD has tended to move long between 17.09 and 12.11, closing higher in 100.0% of those years for an average +7.46% move and an annualized Sharpe of 2.75.
Best window
17.09 - 12.11
Direction
Long
Win rate
100.0%
Avg return
+7.46%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 12.11 | Long | 100.0% | +7.46% | 2.75 | 4 |
| 20.09 → 18.11 | Long | 100.0% | +7.37% | 2.70 | 4 |
| 17.09 → 10.11 | Long | 100.0% |
| +7.33% |
| 2.63 |
| 4 |
| 17.09 → 11.11 | Long | 100.0% | +7.23% | 2.79 | 4 |
| 17.09 → 13.11 | Long | 100.0% | +7.21% | 2.64 | 4 |
| 21.09 → 18.11 | Long | 100.0% | +7.16% | 2.49 | 4 |
| 16.09 → 12.11 | Long | 100.0% | +6.88% | 2.57 | 4 |
| 16.09 → 10.11 | Long | 100.0% | +6.74% | 2.46 | 4 |