Over 2022 to 2025 (4 years of data), TDYUSUSD has tended to move long between 27.08 and 11.09, closing higher in 100.0% of those years for an average +2.27% move and an annualized Sharpe of 9.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 11.09 | Long | 100.0% | +2.27% | 9.21 | 4 |
| 28.08 → 11.09 | Long | 100.0% | +2.16% | 6.43 | 4 |
| 23.08 → 11.09 | Long | 100.0% | +1.84% | 13.98 | 4 |
| 27.08 → 12.09 | Long | 100.0% | +1.84% | 10.59 | 4 |
| 27.08 → 14.09 | Long | 100.0% | +1.81% | 8.91 | 4 |
| 28.08 → 12.09 | Long | 100.0% | +1.73% | 7.65 | 4 |
| 28.08 → 14.09 | Long | 100.0% | +1.70% | 7.92 | 4 |
| 24.08 → 11.09 | Long | 100.0% | +1.67% | 7.72 | 4 |