Over 2022 to 2025 (4 years of data), RPMUSUSD has tended to move long between 12.08 and 15.08, closing higher in 100.0% of those years for an average +2.42% move and an annualized Sharpe of 20.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 15.08 | Long | 100.0% | +2.42% | 20.21 | 4 |
| 15.08 → 02.09 | Short | 100.0% | +1.24% | 5.43 | 3 |
| 15.08 → 03.09 | Short | 100.0% | +1.08% | 5.06 | 4 |
| 16.08 → 03.09 | Short | 100.0% | +1.02% | 5.19 | 4 |
| 17.08 → 03.09 | Short | 100.0% | +0.93% | 9.71 | 4 |
| 15.08 → 30.09 | Short | 75.0% | +4.90% | 2.53 | 4 |
| 14.08 → 30.09 | Short | 75.0% | +4.86% | 2.25 | 4 |
| 16.08 → 30.09 | Short | 75.0% | +4.83% | 2.39 | 4 |