United States
Over 2017 to 2025 (9 years of data), TEVAUSUSD has tended to move long between 11.10 and 03.12, closing higher in 88.9% of those years for an average +14.34% move and an annualized Sharpe of 1.78.
Best window
11.10 - 03.12
Direction
Long
Win rate
88.9%
Avg return
+14.34%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 88.9% | +14.34% | 1.78 | 9 |
| 07.10 → 03.12 | Long | 88.9% | +13.47% | 1.65 | 9 |
| 08.10 → 03.12 | Long | 88.9% |
| +13.27% |
| 1.68 |
| 9 |
| 05.10 → 06.11 | Long | 88.9% | +6.19% | 2.52 | 9 |
| 08.10 → 13.10 | Short | 87.5% | +1.08% | 5.55 | 8 |
| 08.10 → 12.10 | Short | 87.5% | +0.97% | 10.10 | 8 |
| 11.10 → 04.12 | Long | 77.8% | +14.93% | 1.81 | 9 |
| 10.10 → 04.12 | Long | 77.8% | +14.74% | 1.68 | 9 |