Over 2018 to 2025 (8 years of data), TAPUSUSD has tended to move short between 28.08 and 27.10, closing higher in 75.0% of those years for an average +5.90% move and an annualized Sharpe of 1.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 27.10 | Short | 75.0% | +5.90% | 1.83 | 8 |
| 25.08 → 21.10 | Short | 75.0% | +5.56% | 1.59 | 8 |
| 28.08 → 26.10 | Short | 75.0% | +5.42% | 1.69 | 8 |
| 26.08 → 25.10 | Short | 75.0% | +5.38% | 1.51 | 8 |
| 25.08 → 12.10 | Short | 75.0% | +5.34% | 1.83 | 8 |
| 25.08 → 20.10 | Short | 75.0% | +5.25% | 1.51 | 8 |
| 25.08 → 11.10 | Short | 75.0% | +5.24% | 1.80 | 8 |
| 27.08 → 26.10 | Short | 75.0% | +5.22% | 1.71 | 8 |