Over 2022 to 2025 (4 years of data), TDGUSUSD has tended to move long between 13.07 and 31.07, closing higher in 100.0% of those years for an average +7.02% move and an annualized Sharpe of 4.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 31.07 | Long | 100.0% | +7.02% | 4.28 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +6.76% | 3.88 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +6.75% | 3.57 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +6.48% | 3.70 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +6.43% | 4.07 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +6.40% | 4.07 | 4 |
| 13.07 → 30.07 | Long | 100.0% | +6.35% | 4.22 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +6.12% | 3.70 | 4 |