Over 2022 to 2025 (4 years of data), TELUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +11.63% move and an annualized Sharpe of 5.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +11.63% | 5.75 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +11.18% | 5.63 | 4 |
| 11.07 → 28.07 | Long | 100.0% | +11.18% | 4.95 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +11.16% | 6.09 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +11.07% | 5.82 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +10.90% | 5.99 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +10.76% | 6.15 | 4 |
| 11.07 → 29.07 | Long | 100.0% | +10.75% | 4.68 | 4 |