Over 2018 to 2025 (8 years of data), ROSTUSUSD has tended to move long between 08.07 and 17.08, closing higher in 100.0% of those years for an average +8.41% move and an annualized Sharpe of 3.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 17.08 | Long | 100.0% | +8.41% | 3.77 | 8 |
| 08.07 → 18.08 | Long | 100.0% | +8.38% | 4.24 | 8 |
| 08.07 → 24.08 | Long | 100.0% | +8.36% | 3.91 | 8 |
| 10.07 → 18.08 | Long | 100.0% | +8.25% | 3.71 | 8 |
| 07.07 → 17.08 | Long | 100.0% | +8.03% | 3.82 | 8 |
| 07.07 → 24.08 | Long | 100.0% | +8.03% | 3.56 | 8 |
| 07.07 → 18.08 | Long | 100.0% | +8.02% | 4.13 | 8 |
| 08.07 → 23.08 | Long | 100.0% | +7.96% | 3.67 | 8 |