United States
Over 2022 to 2025 (4 years of data), TDYUSUSD has tended to move long between 11.10 and 04.12, closing higher in 75.0% of those years for an average +6.58% move and an annualized Sharpe of 1.32.
Best window
11.10 - 04.12
Direction
Long
Win rate
75.0%
Avg return
+6.58%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 75.0% | +6.58% | 1.32 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +6.44% | 1.24 | 4 |
| 09.10 → 04.12 | Long | 75.0% |
| +6.41% |
| 1.24 |
| 4 |
| 11.10 → 10.12 | Long | 75.0% | +6.29% | 1.25 | 4 |
| 12.10 → 11.12 | Long | 75.0% | +6.18% | 1.20 | 4 |
| 08.10 → 05.12 | Long | 75.0% | +6.11% | 1.17 | 4 |
| 09.10 → 05.12 | Long | 75.0% | +6.08% | 1.18 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +6.01% | 1.10 | 4 |