Over 2016 to 2025 (10 years of data), USDRON has tended to move short between 11.07 and 24.07, closing higher in 77.8% of those years for an average +0.94% move and an annualized Sharpe of 3.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 24.07 | Short | 77.8% | +0.94% | 3.92 | 9 |
| 11.07 → 22.07 | Short | 77.8% | +0.90% | 4.75 | 9 |
| 07.07 → 24.07 | Short | 77.8% | +0.87% | 3.50 | 9 |
| 11.07 → 21.07 | Short | 77.8% | +0.87% | 5.57 | 9 |
| 11.07 → 28.07 | Short | 77.8% | +0.87% | 2.57 | 9 |
| 13.07 → 28.08 | Short | 77.8% | +0.86% | 0.98 | 9 |
| 08.07 → 24.07 | Short | 77.8% | +0.85% | 3.31 | 9 |
| 10.07 → 31.07 | Short | 77.8% | +0.84% | 1.78 | 9 |