Mahmoud, I'm not sure what the phrase 'running trading rule' means, but I'd betthat a Sharpe ratio of 370 has been miscalculated. Perhaps you inverted the denominator and  numerator, though even then a quotient of 370 is a stretch.

The Sharpe Ratio is defined as:

(mean portfolio return − risk-free rate) ÷ standard deviation of the portfolio return

In this period of abnormally low interest rates, knowledgeable analysts 'normalize' the risk-free rate (RFR). It is typically defined as the yield-to-maturity (YTM) on a 20-year U.S. Treasury bond. In fact, there are no 20-year T-bonds and haven't been for almost 40 years. During the Carter Administration in the U.S. in the late 1970s, the Treasury Dept. began issuing 30-year bonds. Therefore, what was a 20-year T-bond before that is a ten-year-old 30-year T-bond today.

The YTM on those bonds--the 'GS20' series--is seen on the 'FRED' portion of the St. Louis branch of the Fed (http://research.stlouisfed.org/fred2/series/GS20). When you get there, click on the 10 yr. time frame above the graph to see it for the last ten years. If you then 'hover' your mouse over the data point farthest to the right (for May 2015), you'll see that it was 2.69%.

Now, change the date in the first box above the right side of the graph to 5-01-1995 and hit your [Tab] key. You will see that the YTM on this bond has varied between about 2% and 7% for the last twenty years. In light of that, we who do use this measure as part of how we make our living typically use a 'normalized' RFR in the 4%-4-1/2% range. I use 4%.

Hope this helps.