Over 2022 to 2025 (4 years of data), RRXUSUSD has tended to move long between 22.07 and 25.08, closing higher in 100.0% of those years for an average +9.04% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.08 | Long | 100.0% | +9.04% | 3.78 | 4 |
| 22.07 → 01.09 | Long | 100.0% | +8.19% | 4.70 | 4 |
| 23.07 → 25.08 | Long | 100.0% | +8.12% | 3.78 | 4 |
| 22.07 → 26.08 | Long | 100.0% | +7.97% | 3.89 | 4 |
| 22.07 → 31.08 | Long | 100.0% | +7.85% | 4.38 | 4 |
| 22.07 → 30.08 | Long | 100.0% | +7.71% | 4.12 | 4 |
| 22.07 → 27.08 | Long | 100.0% | +7.60% | 4.25 | 4 |
| 22.07 → 28.08 | Long | 100.0% | +7.49% | 4.34 | 4 |