United States
Over 2022 to 2025 (4 years of data), TELUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +9.59% move and an annualized Sharpe of 5.69.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+9.59%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +9.59% | 5.69 | 4 |
| 11.10 → 11.11 | Long | 100.0% | +8.63% | 5.49 | 4 |
| 11.10 → 10.11 | Long | 100.0% |
| +8.50% |
| 6.19 |
| 4 |
| 11.10 → 09.12 | Long | 100.0% | +8.38% | 7.34 | 4 |
| 11.10 → 14.11 | Long | 100.0% | +8.35% | 8.72 | 4 |
| 11.10 → 12.11 | Long | 100.0% | +8.34% | 5.14 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +8.07% | 5.79 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +8.06% | 6.76 | 4 |