Over 2017 to 2025 (9 years of data), TEVAUSUSD has tended to move long between 10.07 and 15.08, closing higher in 87.5% of those years for an average +8.76% move and an annualized Sharpe of 1.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 15.08 | Long | 87.5% | +8.76% | 1.30 | 8 |
| 08.07 → 15.08 | Long | 87.5% | +8.35% | 1.29 | 8 |
| 10.07 → 17.08 | Long | 87.5% | +7.71% | 1.24 | 8 |
| 08.07 → 17.08 | Long | 87.5% | +7.31% | 1.23 | 8 |
| 10.07 → 16.08 | Long | 87.5% | +6.79% | 1.17 | 8 |
| 08.07 → 16.08 | Long | 87.5% | +6.41% | 1.16 | 8 |
| 07.07 → 17.08 | Long | 87.5% | +5.96% | 0.97 | 8 |
| 07.07 → 16.08 | Long | 87.5% | +5.06% | 0.88 | 8 |