United States
Over 2022 to 2025 (4 years of data), RTXUSUSD has tended to move long between 11.10 and 10.11, closing higher in 100.0% of those years for an average +11.04% move and an annualized Sharpe of 6.54.
Best window
11.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+11.04%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.11 | Long | 100.0% | +11.04% | 6.54 | 4 |
| 11.10 → 08.11 | Long | 100.0% | +10.69% | 6.45 | 4 |
| 11.10 → 09.11 | Long | 100.0% |
| +10.32% |
| 6.96 |
| 4 |
| 11.10 → 11.11 | Long | 100.0% | +9.77% | 6.74 | 4 |
| 10.10 → 10.11 | Long | 100.0% | +9.63% | 6.25 | 4 |
| 10.10 → 13.11 | Long | 100.0% | +9.50% | 17.02 | 3 |
| 10.10 → 08.11 | Long | 100.0% | +9.28% | 6.06 | 4 |
| 11.10 → 28.10 | Long | 100.0% | +9.09% | 8.71 | 4 |