United States
Over 2017 to 2025 (9 years of data), TGTUSUSD has tended to move long between 08.10 and 13.11, closing higher in 100.0% of those years for an average +4.48% move and an annualized Sharpe of 2.72.
Best window
08.10 - 13.11
Direction
Long
Win rate
100.0%
Avg return
+4.48%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 13.11 | Long | 100.0% | +4.48% | 2.72 | 9 |
| 07.10 → 13.11 | Long | 100.0% | +4.22% | 2.48 | 9 |
| 06.10 → 13.11 | Long | 100.0% |
| +4.10% |
| 2.35 |
| 9 |
| 08.10 → 14.11 | Long | 88.9% | +4.82% | 2.87 | 9 |
| 07.10 → 14.11 | Long | 88.9% | +4.57% | 2.61 | 9 |
| 06.10 → 14.11 | Long | 88.9% | +4.45% | 2.47 | 9 |
| 08.10 → 12.11 | Long | 88.9% | +4.38% | 2.87 | 9 |
| 08.10 → 11.11 | Long | 88.9% | +4.23% | 3.07 | 9 |