Over 2022 to 2025 (4 years of data), TEAMUSUSD has tended to move long between 22.08 and 11.09, closing higher in 100.0% of those years for an average +8.22% move and an annualized Sharpe of 5.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 11.09 | Long | 100.0% | +8.22% | 5.71 | 4 |
| 22.08 → 12.09 | Long | 100.0% | +7.44% | 5.72 | 4 |
| 22.08 → 10.09 | Long | 100.0% | +7.26% | 4.87 | 4 |
| 21.08 → 11.09 | Long | 100.0% | +7.21% | 6.15 | 4 |
| 23.08 → 11.09 | Long | 100.0% | +7.13% | 7.54 | 4 |
| 27.08 → 11.09 | Long | 100.0% | +7.09% | 9.97 | 4 |
| 23.08 → 09.09 | Long | 100.0% | +6.93% | 7.47 | 4 |
| 25.08 → 11.09 | Long | 100.0% | +6.50% | 5.02 | 4 |