United States
Over 2018 to 2025 (8 years of data), RRCUSUSD has tended to move long between 11.10 and 25.10, closing higher in 87.5% of those years for an average +6.16% move and an annualized Sharpe of 3.99.
Best window
11.10 - 25.10
Direction
Long
Win rate
87.5%
Avg return
+6.16%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.10 | Long | 87.5% | +6.16% | 3.99 | 8 |
| 08.10 → 02.12 | Short | 87.5% | +5.81% | 1.77 | 8 |
| 11.10 → 26.10 | Long | 87.5% |
| +5.71% |
| 3.70 |
| 8 |
| 05.10 → 11.11 | Long | 87.5% | +5.69% | 2.65 | 8 |
| 11.10 → 07.11 | Long | 87.5% | +5.12% | 1.37 | 8 |
| 05.10 → 12.11 | Long | 87.5% | +4.87% | 2.00 | 8 |
| 11.10 → 06.11 | Long | 87.5% | +4.77% | 1.18 | 8 |
| 06.10 → 11.11 | Long | 87.5% | +4.56% | 2.31 | 8 |