United States
Over 2022 to 2025 (4 years of data), ROLUSUSD has tended to move long between 06.10 and 19.11, closing higher in 100.0% of those years for an average +9.83% move and an annualized Sharpe of 4.49.
Best window
06.10 - 19.11
Direction
Long
Win rate
100.0%
Avg return
+9.83%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 19.11 | Long | 100.0% | +9.83% | 4.49 | 3 |
| 12.10 → 06.12 | Long | 100.0% | +9.49% | 6.79 | 3 |
| 07.10 → 19.11 | Long | 100.0% |
| +9.23% |
| 4.83 |
| 3 |
| 10.10 → 26.11 | Long | 100.0% | +8.61% | 9.10 | 4 |
| 08.10 → 26.11 | Long | 100.0% | +8.52% | 8.06 | 4 |
| 10.10 → 21.11 | Long | 100.0% | +8.50% | 4.06 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +8.46% | 4.40 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +8.46% | 11.53 | 4 |