United States
Over 2018 to 2025 (8 years of data), TAPUSUSD has tended to move long between 12.10 and 25.11, closing higher in 87.5% of those years for an average +8.22% move and an annualized Sharpe of 2.30.
Best window
12.10 - 25.11
Direction
Long
Win rate
87.5%
Avg return
+8.22%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 25.11 | Long | 87.5% | +8.22% | 2.30 | 8 |
| 12.10 → 24.11 | Long | 87.5% | +8.19% | 2.23 | 8 |
| 08.10 → 25.11 | Long | 87.5% |
| +8.13% |
| 2.01 |
| 8 |
| 10.10 → 25.11 | Long | 87.5% | +8.12% | 2.17 | 8 |
| 08.10 → 24.11 | Long | 87.5% | +8.10% | 1.96 | 8 |
| 10.10 → 24.11 | Long | 87.5% | +8.09% | 2.11 | 8 |
| 09.10 → 25.11 | Long | 87.5% | +8.02% | 2.25 | 8 |
| 09.10 → 24.11 | Long | 87.5% | +7.99% | 2.19 | 8 |