Over 2022 to 2025 (4 years of data), TEAMUSUSD has tended to move short between 08.07 and 01.08, closing higher in 100.0% of those years for an average +5.82% move and an annualized Sharpe of 3.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 01.08 | Short | 100.0% | +5.82% | 3.40 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +4.64% | 4.90 | 4 |
| 12.07 → 19.07 | Long | 100.0% | +4.61% | 6.41 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +4.52% | 4.91 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +4.50% | 5.60 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +4.28% | 5.41 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +3.50% | 7.05 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +2.54% | 17.08 | 4 |