Over 2022 to 2025 (4 years of data), TELUSUSD has tended to move long between 23.07 and 29.07, closing higher in 100.0% of those years for an average +7.62% move and an annualized Sharpe of 10.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 29.07 | Long | 100.0% | +7.62% | 10.97 | 4 |
| 22.07 → 29.07 | Long | 100.0% | +7.50% | 9.63 | 4 |
| 23.07 → 28.07 | Long | 100.0% | +6.98% | 10.79 | 4 |
| 22.07 → 28.07 | Long | 100.0% | +6.86% | 9.25 | 4 |
| 23.07 → 31.07 | Long | 100.0% | +6.57% | 9.27 | 4 |
| 23.07 → 30.07 | Long | 100.0% | +6.51% | 8.93 | 4 |
| 22.07 → 31.07 | Long | 100.0% | +6.46% | 8.22 | 4 |
| 23.07 → 27.07 | Long | 100.0% | +6.46% | 11.11 | 4 |