United States
Over 2022 to 2025 (4 years of data), TFCUSUSD has tended to move long between 13.10 and 10.12, closing higher in 100.0% of those years for an average +11.88% move and an annualized Sharpe of 5.28.
Best window
13.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+11.88%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 10.12 | Long | 100.0% | +11.88% | 5.28 | 4 |
| 13.10 → 11.12 | Long | 100.0% | +11.49% | 4.67 | 4 |
| 12.10 → 10.12 | Long | 100.0% |
| +11.43% |
| 4.86 |
| 4 |
| 09.10 → 01.12 | Long | 100.0% | +11.42% | 4.09 | 4 |
| 13.10 → 12.12 | Long | 100.0% | +11.35% | 4.70 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +11.08% | 4.07 | 4 |
| 12.10 → 11.12 | Long | 100.0% | +11.05% | 4.33 | 4 |
| 13.10 → 01.12 | Long | 100.0% | +11.03% | 16.50 | 4 |