Over 2017 to 2025 (9 years of data), TGTUSUSD has tended to move short between 22.08 and 26.08, closing higher in 100.0% of those years for an average +1.33% move and an annualized Sharpe of 17.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 26.08 | Short | 100.0% | +1.33% | 17.52 | 8 |
| 22.08 → 02.10 | Short | 87.5% | +5.74% | 3.09 | 8 |
| 22.08 → 24.09 | Short | 87.5% | +4.54% | 3.42 | 8 |
| 22.08 → 23.09 | Short | 87.5% | +4.34% | 3.28 | 8 |
| 22.08 → 22.09 | Short | 87.5% | +4.14% | 3.04 | 8 |
| 25.08 → 24.09 | Short | 87.5% | +4.05% | 3.11 | 8 |
| 26.08 → 24.09 | Short | 87.5% | +3.89% | 3.02 | 8 |
| 25.08 → 23.09 | Short | 87.5% | +3.84% | 2.86 | 8 |