Over 2022 to 2025 (4 years of data), TFCUSUSD has tended to move long between 09.07 and 25.07, closing higher in 100.0% of those years for an average +6.27% move and an annualized Sharpe of 4.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 25.07 | Long | 100.0% | +6.27% | 4.84 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +6.13% | 4.88 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +5.92% | 4.12 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +5.71% | 4.41 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +5.71% | 5.16 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +5.62% | 5.01 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +5.58% | 4.40 | 4 |
| 10.07 → 25.07 | Long | 100.0% | +5.58% | 5.43 | 4 |