United States
Over 2022 to 2025 (4 years of data), TDGUSUSD has tended to move long between 11.10 and 10.11, closing higher in 100.0% of those years for an average +9.64% move and an annualized Sharpe of 3.64.
Best window
11.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+9.64%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.11 | Long | 100.0% | +9.64% | 3.64 | 4 |
| 09.10 → 10.11 | Long | 100.0% | +9.47% | 3.65 | 4 |
| 08.10 → 10.11 | Long | 100.0% |
| +9.36% |
| 3.51 |
| 4 |
| 05.10 → 13.11 | Long | 100.0% | +9.17% | 3.39 | 4 |
| 11.10 → 11.11 | Long | 100.0% | +9.13% | 3.72 | 4 |
| 05.10 → 11.11 | Long | 100.0% | +9.12% | 3.28 | 4 |
| 09.10 → 13.11 | Long | 100.0% | +9.01% | 3.90 | 4 |
| 09.10 → 11.11 | Long | 100.0% | +8.97% | 3.69 | 4 |