

Over 2016 to 2025 (10 years of data), USDRON has tended to move long between 28.07 and 26.09, closing higher in 77.8% of those years for an average +1.64% move and an annualized Sharpe of 1.55.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.2968 |
| 3 | 100.4941 |
| 4 | 100.2512 |
| 5 | 100.1585 |
| 6 | 99.9679 |
| 7 | 99.978 |
| 8 | 100.2141 |
| 9 | 100.022 |
| 10 | 100.1557 |
| 11 | 100.1099 |
| 12 | 99.7256 |
| 13 | 99.7357 |
| 14 | 99.7106 |
| 15 | 99.809 |
| 16 | 100.0057 |
| 17 | 100.0693 |
| 18 | 100.2508 |
| 19 | 100.0986 |
| 20 | 99.9212 |
| 21 | 99.8368 |
| 22 | 99.9691 |
| 23 | 99.8827 |
| 24 | 99.8167 |
| 25 | 99.7516 |
| 26 | 99.7638 |
| 27 | 99.9882 |
| 28 | 100.0383 |
| 29 | 100.0064 |
| 30 | 99.9629 |
| 31 | 99.868 |
| 32 | 99.6851 |
| 33 | 99.8038 |
| 34 | 99.8001 |
| 35 | 99.8512 |
| 36 | 99.8467 |
| 37 | 100.048 |
| 38 | 100.3009 |
| 39 | 100.3871 |
| 40 | 100.3137 |
| 41 | 100.4826 |
| 42 | 100.5248 |
| 43 | 100.5013 |
| 44 | 100.5037 |
| 45 | 100.3936 |
| 46 | 100.2973 |
| 47 | 100.3609 |
| 48 | 100.5159 |
| 49 | 100.597 |
| 50 | 100.557 |
| 51 | 100.614 |
| 52 | 100.7589 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 26.09 | Long | 77.8% | +1.64% | 1.55 | 9 |
| 26.07 → 24.09 | Long | 77.8% | +1.43% | 1.29 | 9 |
| 28.07 → 19.09 | Long | 77.8% | +0.54% | 0.80 | 9 |
| 28.07 → 10.09 | Long | 77.8% | +0.33% | 0.79 | 9 |
| 28.07 → 09.09 | Long | 77.8% | +0.32% | 0.77 | 9 |
| 28.07 → 04.08 | Short | 77.8% | +0.01% | 0.05 | 9 |
| 28.07 → 25.09 | Long | 66.7% |
| 53 |
|---|
| 100.6834 |
| 54 | 100.686 |
|---|
| 55 | 100.916 |
|---|
| 56 | 100.7484 |
|---|
| 57 | 100.8026 |
|---|
| 58 | 100.7002 |
|---|
| 59 | 100.8589 |
|---|
| 60 | 100.9316 |
|---|
| 61 | 100.9179 |
|---|
| 62 | 100.6217 |
|---|
| 63 | 100.6545 |
|---|
| 64 | 100.6067 |
|---|
| 65 | 100.4475 |
|---|
| 66 | 100.6264 |
|---|
| 67 | 100.6881 |
|---|
| 68 | 100.3999 |
|---|
| 69 | 100.2103 |
|---|
| 70 | 100.2761 |
|---|
| 71 | 100.3158 |
|---|
| 72 | 100.3507 |
|---|
| 73 | 100.412 |
|---|
| 74 | 100.5584 |
|---|
| 75 | 100.4623 |
|---|
| 76 | 100.2407 |
|---|
| 77 | 100.5027 |
|---|
| 78 | 100.6241 |
|---|
| 79 | 100.8679 |
|---|
| 80 | 100.6776 |
|---|
| 81 | 100.7439 |
|---|
| 82 | 100.8789 |
|---|
| 83 | 100.9724 |
|---|
| 84 | 100.9254 |
|---|
| 85 | 100.6946 |
|---|
| 86 | 100.5486 |
|---|
| 87 | 100.5633 |
|---|
| 88 | 100.6806 |
|---|
| 89 | 100.6437 |
|---|
| 90 | 100.8976 |
|---|
| 91 | 100.8845 |
|---|
| 92 | 101.0056 |
|---|
| 93 | 100.775 |
|---|
| 94 | 100.8126 |
|---|
| 95 | 100.8906 |
|---|
| 96 | 100.7938 |
|---|
| 97 | 100.9659 |
|---|
| 98 | 100.7264 |
|---|
| 99 | 100.7622 |
|---|
| 100 | 100.3784 |
|---|
| 101 | 100.2947 |
|---|
| 102 | 100.2464 |
|---|
| 103 | 100.2318 |
|---|
| 104 | 100.3951 |
|---|
| 105 | 100.4059 |
|---|
| 106 | 100.2855 |
|---|
| 107 | 100.4057 |
|---|
| 108 | 100.3159 |
|---|
| 109 | 100.3586 |
|---|
| 110 | 100.3327 |
|---|
| 111 | 100.1722 |
|---|
| 112 | 100.337 |
|---|
| 113 | 100.3218 |
|---|
| 114 | 100.2581 |
|---|
| 115 | 100.3991 |
|---|
| 116 | 100.5321 |
|---|
| 117 | 100.6827 |
|---|
| 118 | 100.6188 |
|---|
| 119 | 100.5854 |
|---|
| 120 | 100.6747 |
|---|
| 121 | 100.8205 |
|---|
| 122 | 100.8215 |
|---|
| 123 | 100.6401 |
|---|
| 124 | 100.4678 |
|---|
| 125 | 100.6132 |
|---|
| 126 | 100.8022 |
|---|
| 127 | 100.9237 |
|---|
| 128 | 101.0927 |
|---|
| 129 | 101.1507 |
|---|
| 130 | 101.0873 |
|---|
| 131 | 101.1325 |
|---|
| 132 | 101.5015 |
|---|
| 133 | 101.3404 |
|---|
| 134 | 101.3033 |
|---|
| 135 | 101.3747 |
|---|
| 136 | 101.2462 |
|---|
| 137 | 101.2147 |
|---|
| 138 | 101.4144 |
|---|
| 139 | 100.8672 |
|---|
| 140 | 100.8539 |
|---|
| 141 | 100.7929 |
|---|
| 142 | 100.811 |
|---|
| 143 | 100.7811 |
|---|
| 144 | 100.6074 |
|---|
| 145 | 100.6722 |
|---|
| 146 | 100.7248 |
|---|
| 147 | 100.6828 |
|---|
| 148 | 100.7492 |
|---|
| 149 | 100.846 |
|---|
| 150 | 100.7215 |
|---|
| 151 | 100.6147 |
|---|
| 152 | 100.6976 |
|---|
| 153 | 100.4424 |
|---|
| 154 | 100.4432 |
|---|
| 155 | 100.1423 |
|---|
| 156 | 100.04 |
|---|
| 157 | 100.0845 |
|---|
| 158 | 99.9674 |
|---|
| 159 | 100.0394 |
|---|
| 160 | 100.1042 |
|---|
| 161 | 100.1531 |
|---|
| 162 | 100.1245 |
|---|
| 163 | 100.2354 |
|---|
| 164 | 100.2543 |
|---|
| 165 | 100.6009 |
|---|
| 166 | 100.5219 |
|---|
| 167 | 100.4325 |
|---|
| 168 | 100.6938 |
|---|
| 169 | 100.7321 |
|---|
| 170 | 100.9084 |
|---|
| 171 | 100.8484 |
|---|
| 172 | 100.648 |
|---|
| 173 | 100.5025 |
|---|
| 174 | 100.454 |
|---|
| 175 | 100.2802 |
|---|
| 176 | 100.277 |
|---|
| 177 | 100.3829 |
|---|
| 178 | 100.2438 |
|---|
| 179 | 100.299 |
|---|
| 180 | 100.3233 |
|---|
| 181 | 100.1589 |
|---|
| 182 | 100.2695 |
|---|
| 183 | 100.2506 |
|---|
| 184 | 100.301 |
|---|
| 185 | 100.2781 |
|---|
| 186 | 100.5249 |
|---|
| 187 | 100.4304 |
|---|
| 188 | 100.4139 |
|---|
| 189 | 100.3803 |
|---|
| 190 | 100.3349 |
|---|
| 191 | 100.3584 |
|---|
| 192 | 100.5048 |
|---|
| 193 | 100.3828 |
|---|
| 194 | 100.247 |
|---|
| 195 | 100.153 |
|---|
| 196 | 100.1128 |
|---|
| 197 | 100.0796 |
|---|
| 198 | 100.1929 |
|---|
| 199 | 99.9171 |
|---|
| 200 | 99.9537 |
|---|
| 201 | 99.8982 |
|---|
| 202 | 99.7512 |
|---|
| 203 | 99.6243 |
|---|
| 204 | 99.5931 |
|---|
| 205 | 99.6538 |
|---|
| 206 | 99.5578 |
|---|
| 207 | 99.6534 |
|---|
| 208 | 99.6345 |
|---|
| 209 | 99.6115 |
|---|
| 210 | 99.6215 |
|---|
| 211 | 99.6871 |
|---|
| 212 | 99.6599 |
|---|
| 213 | 99.522 |
|---|
| 214 | 99.7305 |
|---|
| 215 | 99.6058 |
|---|
| 216 | 99.633 |
|---|
| 217 | 99.5652 |
|---|
| 218 | 99.5064 |
|---|
| 219 | 99.4919 |
|---|
| 220 | 99.6222 |
|---|
| 221 | 99.7237 |
|---|
| 222 | 99.7511 |
|---|
| 223 | 99.707 |
|---|
| 224 | 99.6372 |
|---|
| 225 | 99.5191 |
|---|
| 226 | 99.6615 |
|---|
| 227 | 99.7683 |
|---|
| 228 | 99.8252 |
|---|
| 229 | 99.8469 |
|---|
| 230 | 99.9188 |
|---|
| 231 | 99.9966 |
|---|
| 232 | 99.9535 |
|---|
| 233 | 99.7243 |
|---|
| 234 | 99.8655 |
|---|
| 235 | 99.6986 |
|---|
| 236 | 99.5655 |
|---|
| 237 | 99.6006 |
|---|
| 238 | 99.6245 |
|---|
| 239 | 99.6159 |
|---|
| 240 | 99.5241 |
|---|
| 241 | 99.3478 |
|---|
| 242 | 99.5791 |
|---|
| 243 | 99.6024 |
|---|
| 244 | 99.7755 |
|---|
| 245 | 99.7845 |
|---|
| 246 | 99.7411 |
|---|
| 247 | 99.7261 |
|---|
| 248 | 99.7509 |
|---|
| 249 | 99.8333 |
|---|
| 250 | 99.8047 |
|---|
| 251 | 99.8429 |
|---|
| 252 | 99.8792 |
|---|
| 253 | 99.9266 |
|---|
| 254 | 99.9218 |
|---|
| 255 | 99.7709 |
|---|
| 256 | 99.9433 |
|---|
| 257 | 100.0662 |
|---|
| 258 | 99.9645 |
|---|
| 259 | 99.9737 |
|---|
| 260 | 99.9452 |
|---|
| 261 | 99.9966 |
|---|
| 262 | 100.0492 |
|---|
| 263 | 100.1344 |
|---|
| 264 | 100.2022 |
|---|
| 265 | 100.2897 |
|---|
| 266 | 100.4633 |
|---|
| 267 | 100.7148 |
|---|
| 268 | 100.9267 |
|---|
| 269 | 101.1958 |
|---|
| 270 | 101.4424 |
|---|
| 271 | 101.1894 |
|---|
| 272 | 101.0978 |
|---|
| 273 | 101.0521 |
|---|
| 274 | 101.1152 |
|---|
| 275 | 101.3605 |
|---|
| 276 | 101.428 |
|---|
| 277 | 101.1119 |
|---|
| 278 | 101.2305 |
|---|
| 279 | 101.3311 |
|---|
| 280 | 101.4981 |
|---|
| 281 | 101.5148 |
|---|
| 282 | 101.5403 |
|---|
| 283 | 101.413 |
|---|
| 284 | 101.2273 |
|---|
| 285 | 101.4231 |
|---|
| 286 | 101.3633 |
|---|
| 287 | 101.4437 |
|---|
| 288 | 101.4145 |
|---|
| 289 | 101.3603 |
|---|
| 290 | 101.3376 |
|---|
| 291 | 101.4322 |
|---|
| 292 | 101.2256 |
|---|
| 293 | 101.2097 |
|---|
| 294 | 101.1301 |
|---|
| 295 | 101.2037 |
|---|
| 296 | 101.1574 |
|---|
| 297 | 101.2644 |
|---|
| 298 | 101.1471 |
|---|
| 299 | 101.1027 |
|---|
| 300 | 101.4166 |
|---|
| 301 | 101.3839 |
|---|
| 302 | 101.6308 |
|---|
| 303 | 101.5939 |
|---|
| 304 | 101.7396 |
|---|
| 305 | 101.5984 |
|---|
| 306 | 101.6088 |
|---|
| 307 | 101.6105 |
|---|
| 308 | 101.3749 |
|---|
| 309 | 101.3347 |
|---|
| 310 | 101.153 |
|---|
| 311 | 101.3929 |
|---|
| 312 | 101.3118 |
|---|
| 313 | 101.5236 |
|---|
| 314 | 101.4439 |
|---|
| 315 | 101.2775 |
|---|
| 316 | 101.5059 |
|---|
| 317 | 101.4265 |
|---|
| 318 | 101.179 |
|---|
| 319 | 101.2889 |
|---|
| 320 | 101.217 |
|---|
| 321 | 101.2103 |
|---|
| 322 | 101.2082 |
|---|
| 323 | 101.2528 |
|---|
| 324 | 101.416 |
|---|
| 325 | 101.5824 |
|---|
| 326 | 101.5848 |
|---|
| 327 | 101.5515 |
|---|
| 328 | 101.4356 |
|---|
| 329 | 101.3267 |
|---|
| 330 | 101.1086 |
|---|
| 331 | 101.2651 |
|---|
| 332 | 101.0055 |
|---|
| 333 | 101.1047 |
|---|
| 334 | 101.0525 |
|---|
| 335 | 100.9637 |
|---|
| 336 | 100.7399 |
|---|
| 337 | 100.6668 |
|---|
| 338 | 100.7897 |
|---|
| 339 | 100.8474 |
|---|
| 340 | 100.9035 |
|---|
| 341 | 100.8299 |
|---|
| 342 | 100.7804 |
|---|
| 343 | 100.8726 |
|---|
| 344 | 100.844 |
|---|
| 345 | 100.8024 |
|---|
| 346 | 100.7881 |
|---|
| 347 | 100.5587 |
|---|
| 348 | 100.534 |
|---|
| 349 | 100.6077 |
|---|
| 350 | 100.5686 |
|---|
| 351 | 100.5569 |
|---|
| 352 | 100.4691 |
|---|
| 353 | 100.456 |
|---|
| 354 | 100.3634 |
|---|
| 355 | 100.2943 |
|---|
| 356 | 100.2579 |
|---|
| 357 | 100.3265 |
|---|
| 358 | 100.3086 |
|---|
| 359 | 100.3029 |
|---|
| 360 | 100.3014 |
|---|
| 361 | 100.1905 |
|---|
| 362 | 100.2447 |
|---|
| 363 | 100.1599 |
|---|
| 364 | 100.0734 |
|---|
| 365 | 99.9458 |
|---|
| 366 | 100.4755 |
|---|
| +1.59% |
| 1.56 |
| 9 |
| 27.07 → 25.09 | Long | 66.7% | +1.56% | 1.50 | 9 |