United States
Over 2017 to 2025 (9 years of data), TJXUSUSD has tended to move long between 11.10 and 10.12, closing higher in 88.9% of those years for an average +3.74% move and an annualized Sharpe of 0.41.
Best window
11.10 - 10.12
Direction
Long
Win rate
88.9%
Avg return
+3.74%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 88.9% | +3.74% | 0.41 | 9 |
| 08.10 → 04.12 | Long | 88.9% | +3.52% | 0.40 | 9 |
| 07.10 → 04.12 | Long | 88.9% |
| +3.50% |
| 0.40 |
| 9 |
| 06.10 → 04.12 | Long | 88.9% | +3.37% | 0.38 | 9 |
| 08.10 → 07.12 | Long | 88.9% | +3.37% | 0.37 | 9 |
| 09.10 → 04.12 | Long | 88.9% | +3.33% | 0.38 | 9 |
| 08.10 → 06.12 | Long | 88.9% | +3.29% | 0.37 | 9 |
| 08.10 → 05.12 | Long | 88.9% | +3.28% | 0.37 | 9 |