Over 2017 to 2025 (9 years of data), TJXUSUSD has tended to move long between 23.08 and 16.09, closing higher in 87.5% of those years for an average +2.60% move and an annualized Sharpe of 2.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 16.09 | Long | 87.5% | +2.60% | 2.51 | 8 |
| 23.08 → 15.09 | Long | 87.5% | +2.58% | 2.47 | 8 |
| 23.08 → 13.09 | Long | 87.5% | +2.53% | 2.59 | 8 |
| 21.08 → 16.09 | Long | 87.5% | +2.40% | 2.17 | 8 |
| 22.08 → 16.09 | Long | 87.5% | +2.40% | 2.25 | 8 |
| 23.08 → 14.09 | Long | 87.5% | +2.40% | 2.60 | 8 |
| 21.08 → 15.09 | Long | 87.5% | +2.38% | 2.15 | 8 |
| 22.08 → 15.09 | Long | 87.5% | +2.38% | 2.24 | 8 |