Over 2022 to 2025 (4 years of data), RTXUSUSD has tended to move short between 27.08 and 18.09, closing higher in 100.0% of those years for an average +5.28% move and an annualized Sharpe of 4.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 18.09 | Short | 100.0% | +5.28% | 4.59 | 4 |
| 27.08 → 20.09 | Short | 100.0% | +5.28% | 4.06 | 4 |
| 26.08 → 06.09 | Short | 100.0% | +3.06% | 4.91 | 4 |
| 27.08 → 06.09 | Short | 100.0% | +2.77% | 7.84 | 4 |
| 24.08 → 06.09 | Short | 100.0% | +2.27% | 6.27 | 4 |
| 25.08 → 30.08 | Long | 100.0% | +1.93% | 12.49 | 4 |
| 25.08 → 28.08 | Long | 100.0% | +1.82% | 20.70 | 4 |
| 25.08 → 06.09 | Short | 100.0% | +1.76% | 8.61 | 4 |