Over 2022 to 2025 (4 years of data), RRXUSUSD has tended to move long between 08.07 and 24.08, closing higher in 100.0% of those years for an average +16.01% move and an annualized Sharpe of 3.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 24.08 | Long | 100.0% | +16.01% | 3.45 | 4 |
| 10.07 → 24.08 | Long | 100.0% | +15.90% | 3.23 | 4 |
| 07.07 → 24.08 | Long | 100.0% | +15.61% | 3.50 | 4 |
| 08.07 → 23.08 | Long | 100.0% | +15.37% | 3.49 | 4 |
| 10.07 → 23.08 | Long | 100.0% | +15.25% | 3.27 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +15.12% | 3.42 | 4 |
| 07.07 → 23.08 | Long | 100.0% | +14.97% | 3.53 | 4 |
| 08.07 → 27.08 | Long | 100.0% | +14.74% | 3.61 | 4 |