Over 2018 to 2025 (8 years of data), ROSTUSUSD has tended to move long between 13.08 and 08.09, closing higher in 87.5% of those years for an average +2.81% move and an annualized Sharpe of 2.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.08 → 08.09 | Long | 87.5% | +2.81% | 2.12 | 8 |
| 12.08 → 12.09 | Long | 87.5% | +2.80% | 1.71 | 8 |
| 12.08 → 08.09 | Long | 87.5% | +2.75% | 1.98 | 8 |
| 14.08 → 08.09 | Long | 87.5% | +2.63% | 2.13 | 8 |
| 12.08 → 09.09 | Long | 87.5% | +2.57% | 1.79 | 8 |
| 14.08 → 07.09 | Long | 87.5% | +2.39% | 2.07 | 8 |
| 12.08 → 13.09 | Long | 87.5% | +2.03% | 1.21 | 8 |
| 12.08 → 17.09 | Long | 87.5% | +1.68% | 1.14 | 8 |