Over 2022 to 2025 (4 years of data), TDGUSUSD has tended to move long between 25.07 and 31.07, closing higher in 100.0% of those years for an average +4.20% move and an annualized Sharpe of 11.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 31.07 | Long | 100.0% | +4.20% | 11.02 | 4 |
| 23.07 → 31.07 | Long | 100.0% | +3.98% | 9.53 | 4 |
| 25.07 → 30.07 | Long | 100.0% | +3.79% | 10.49 | 4 |
| 23.07 → 30.07 | Long | 100.0% | +3.59% | 8.00 | 4 |
| 22.07 → 31.07 | Long | 100.0% | +3.53% | 10.02 | 4 |
| 26.07 → 31.07 | Long | 100.0% | +3.49% | 10.13 | 4 |
| 24.07 → 31.07 | Long | 100.0% | +3.22% | 7.09 | 4 |
| 27.07 → 31.07 | Long | 100.0% | +3.20% | 9.85 | 4 |