Over 2018 to 2025 (8 years of data), TAPUSUSD has tended to move long between 10.07 and 25.07, closing higher in 75.0% of those years for an average +3.45% move and an annualized Sharpe of 3.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 25.07 | Long | 75.0% | +3.45% | 3.22 | 8 |
| 10.07 → 28.07 | Long | 75.0% | +3.25% | 2.33 | 8 |
| 10.07 → 24.07 | Long | 75.0% | +3.19% | 2.97 | 8 |
| 10.07 → 26.07 | Long | 75.0% | +3.16% | 2.61 | 8 |
| 11.07 → 25.07 | Long | 75.0% | +3.00% | 3.23 | 8 |
| 10.07 → 27.07 | Long | 75.0% | +2.88% | 2.19 | 8 |
| 11.07 → 28.07 | Long | 75.0% | +2.79% | 2.27 | 8 |
| 11.07 → 24.07 | Long | 75.0% | +2.74% | 2.93 | 8 |