United States
Over 2022 to 2025 (4 years of data), TFXUSUSD has tended to move long between 12.10 and 18.10, closing higher in 100.0% of those years for an average +4.77% move and an annualized Sharpe of 10.79.
Best window
12.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+4.77%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 18.10 | Long | 100.0% | +4.77% | 10.79 | 4 |
| 06.10 → 11.10 | Short | 100.0% | +4.08% | 10.27 | 4 |
| 12.10 → 17.10 | Long | 100.0% |
| +3.91% |
| 10.86 |
| 4 |
| 06.10 → 15.10 | Short | 100.0% | +2.55% | 5.86 | 4 |
| 07.10 → 11.10 | Short | 100.0% | +2.54% | 11.21 | 4 |
| 06.10 → 20.10 | Short | 100.0% | +2.23% | 5.62 | 4 |
| 06.10 → 16.10 | Short | 100.0% | +2.15% | 6.47 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +1.94% | 8.27 | 4 |