Over 2022 to 2025 (4 years of data), TDYUSUSD has tended to move long between 09.07 and 24.07, closing higher in 100.0% of those years for an average +6.50% move and an annualized Sharpe of 18.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 24.07 | Long | 100.0% | +6.50% | 18.14 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +5.61% | 8.62 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +5.56% | 4.87 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +5.46% | 43.57 | 4 |
| 09.07 → 20.07 | Long | 100.0% | +5.44% | 19.23 | 4 |
| 09.07 → 23.08 | Long | 100.0% | +5.34% | 4.08 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +5.33% | 8.31 | 4 |
| 09.07 → 19.08 | Long | 100.0% | +5.27% | 5.68 | 4 |