Over 2018 to 2025 (8 years of data), RRCUSUSD has tended to move long between 28.07 and 16.09, closing higher in 75.0% of those years for an average +7.11% move and an annualized Sharpe of 1.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 16.09 | Long | 75.0% | +7.11% | 1.33 | 8 |
| 28.07 → 17.09 | Long | 75.0% | +6.45% | 1.34 | 8 |
| 27.07 → 16.09 | Long | 75.0% | +5.83% | 1.09 | 8 |
| 26.07 → 16.09 | Long | 75.0% | +5.60% | 1.18 | 8 |
| 27.07 → 17.09 | Long | 75.0% | +5.17% | 1.08 | 8 |
| 28.07 → 23.09 | Long | 75.0% | +5.12% | 0.76 | 8 |
| 26.07 → 17.09 | Long | 75.0% | +4.97% | 1.19 | 8 |
| 26.07 → 23.09 | Long | 75.0% | +3.53% | 0.59 | 8 |