Over 2017 to 2025 (9 years of data), TGTUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +3.93% move and an annualized Sharpe of 10.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +3.93% | 10.58 | 8 |
| 07.07 → 23.07 | Long | 100.0% | +3.91% | 12.67 | 8 |
| 09.07 → 22.07 | Long | 100.0% | +3.50% | 8.91 | 8 |
| 09.07 → 23.07 | Long | 100.0% | +3.48% | 9.97 | 8 |
| 08.07 → 22.07 | Long | 100.0% | +3.43% | 7.96 | 8 |
| 10.07 → 22.07 | Long | 100.0% | +3.43% | 10.19 | 8 |
| 10.07 → 23.07 | Long | 100.0% | +3.42% | 10.14 | 8 |
| 10.07 → 27.07 | Long | 100.0% | +3.15% | 6.60 | 8 |