Over 2022 to 2025 (4 years of data), RSUSUSD has tended to move long between 09.07 and 20.07, closing higher in 100.0% of those years for an average +5.93% move and an annualized Sharpe of 14.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 20.07 | Long | 100.0% | +5.93% | 14.52 | 4 |
| 10.07 → 20.07 | Long | 100.0% | +5.93% | 10.34 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +5.84% | 15.47 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +5.74% | 16.02 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +5.73% | 11.29 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +5.70% | 14.15 | 4 |
| 10.07 → 21.07 | Long | 100.0% | +5.70% | 10.48 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +5.65% | 15.86 | 4 |