Over 2022 to 2025 (4 years of data), TDYUSUSD has tended to move long between 12.08 and 25.08, closing higher in 100.0% of those years for an average +2.66% move and an annualized Sharpe of 5.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 25.08 | Long | 100.0% | +2.66% | 5.25 | 4 |
| 12.08 → 19.08 | Long | 100.0% | +2.56% | 9.65 | 4 |
| 15.08 → 19.08 | Long | 100.0% | +1.28% | 10.91 | 4 |
| 12.08 → 19.09 | Long | 75.0% | +4.11% | 2.21 | 4 |
| 12.08 → 20.09 | Long | 75.0% | +3.78% | 2.17 | 4 |
| 12.08 → 11.09 | Long | 75.0% | +3.77% | 4.88 | 4 |
| 13.08 → 19.09 | Long | 75.0% | +3.62% | 1.80 | 4 |
| 14.08 → 19.09 | Long | 75.0% | +3.38% | 1.79 | 4 |