Over 2018 to 2025 (8 years of data), RRCUSUSD has tended to move short between 10.07 and 27.07, closing higher in 75.0% of those years for an average +4.40% move and an annualized Sharpe of 1.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 27.07 | Short | 75.0% | +4.40% | 1.71 | 8 |
| 10.07 → 28.07 | Short | 75.0% | +4.11% | 1.35 | 8 |
| 10.07 → 01.08 | Short | 75.0% | +4.05% | 1.40 | 8 |
| 13.07 → 27.07 | Short | 75.0% | +3.90% | 1.54 | 8 |
| 10.07 → 02.08 | Short | 75.0% | +3.87% | 1.23 | 8 |
| 12.07 → 27.07 | Short | 75.0% | +3.62% | 1.33 | 8 |
| 13.07 → 28.07 | Short | 75.0% | +3.62% | 1.22 | 8 |
| 09.07 → 27.07 | Short | 75.0% | +3.55% | 1.18 | 8 |