Over 2022 to 2025 (4 years of data), RPMUSUSD has tended to move long between 10.07 and 24.08, closing higher in 100.0% of those years for an average +14.37% move and an annualized Sharpe of 7.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 24.08 | Long | 100.0% | +14.37% | 7.73 | 4 |
| 07.07 → 24.08 | Long | 100.0% | +14.25% | 8.61 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +14.10% | 8.26 | 4 |
| 10.07 → 15.08 | Long | 100.0% | +14.09% | 10.00 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +14.04% | 8.03 | 4 |
| 07.07 → 15.08 | Long | 100.0% | +13.95% | 13.34 | 4 |
| 09.07 → 15.08 | Long | 100.0% | +13.82% | 10.65 | 4 |
| 10.07 → 07.09 | Long | 100.0% | +13.80% | 8.55 | 4 |