Over 2022 to 2025 (4 years of data), RTXUSUSD has tended to move long between 13.07 and 23.07, closing higher in 100.0% of those years for an average +3.58% move and an annualized Sharpe of 10.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 23.07 | Long | 100.0% | +3.58% | 10.07 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +2.69% | 8.10 | 4 |
| 13.07 → 19.07 | Long | 100.0% | +2.63% | 10.39 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +2.44% | 5.97 | 4 |
| 12.07 → 19.07 | Long | 100.0% | +1.74% | 12.46 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +1.51% | 8.65 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +0.94% | 10.06 | 4 |
| 07.07 → 10.07 | Long | 100.0% | +0.89% | 15.02 | 4 |