United States
Over 2022 to 2025 (4 years of data), TFCUSUSD has tended to move short between 20.09 and 20.10, closing higher in 100.0% of those years for an average +6.80% move and an annualized Sharpe of 4.49.
Best window
20.09 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+6.80%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 20.10 | Short | 100.0% | +6.80% | 4.49 | 4 |
| 19.09 → 20.10 | Short | 100.0% | +6.49% | 4.75 | 4 |
| 20.09 → 21.10 | Short | 100.0% |
| +6.12% |
| 4.75 |
| 4 |
| 19.09 → 21.10 | Short | 100.0% | +5.80% | 5.15 | 4 |
| 20.09 → 19.10 | Short | 100.0% | +4.99% | 4.59 | 4 |
| 20.09 → 08.10 | Short | 100.0% | +4.83% | 7.71 | 4 |
| 19.09 → 19.10 | Short | 100.0% | +4.66% | 4.85 | 4 |
| 19.09 → 08.10 | Short | 100.0% | +4.49% | 9.00 | 4 |