Over 2022 to 2025 (4 years of data), TFXUSUSD has tended to move long between 13.07 and 22.07, closing higher in 100.0% of those years for an average +4.86% move and an annualized Sharpe of 6.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 22.07 | Long | 100.0% | +4.86% | 6.41 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.71% | 7.19 | 4 |
| 13.07 → 24.07 | Long | 100.0% | +4.62% | 6.35 | 4 |
| 13.07 → 23.07 | Long | 100.0% | +4.60% | 5.68 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +4.50% | 7.19 | 4 |
| 13.07 → 25.07 | Long | 100.0% | +4.33% | 5.56 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +4.20% | 6.55 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +3.83% | 6.86 | 4 |