United States
Over 2022 to 2025 (4 years of data), RPMUSUSD has tended to move long between 10.10 and 01.12, closing higher in 75.0% of those years for an average +6.51% move and an annualized Sharpe of 2.55.
Best window
10.10 - 01.12
Direction
Long
Win rate
75.0%
Avg return
+6.51%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 01.12 | Long | 75.0% | +6.51% | 2.55 | 4 |
| 10.10 → 02.12 | Long | 75.0% | +6.49% | 2.30 | 4 |
| 08.10 → 01.12 | Long | 75.0% |
| +6.33% |
| 2.22 |
| 4 |
| 08.10 → 02.12 | Long | 75.0% | +6.32% | 2.01 | 4 |
| 09.10 → 01.12 | Long | 75.0% | +6.20% | 2.16 | 4 |
| 09.10 → 02.12 | Long | 75.0% | +6.20% | 1.97 | 4 |
| 11.10 → 01.12 | Long | 75.0% | +6.19% | 2.44 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +6.18% | 2.20 | 4 |