Over 2017 to 2025 (9 years of data), TJXUSUSD has tended to move long between 10.07 and 08.09, closing higher in 100.0% of those years for an average +9.06% move and an annualized Sharpe of 4.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 100.0% | +9.06% | 4.09 | 8 |
| 10.07 → 07.09 | Long | 100.0% | +9.00% | 4.01 | 8 |
| 09.07 → 07.09 | Long | 100.0% | +8.77% | 4.48 | 8 |
| 10.07 → 04.09 | Long | 100.0% | +8.71% | 4.37 | 8 |
| 10.07 → 06.09 | Long | 100.0% | +8.69% | 4.09 | 8 |
| 07.07 → 03.09 | Long | 100.0% | +8.68% | 4.78 | 8 |
| 09.07 → 03.09 | Long | 100.0% | +8.63% | 4.26 | 8 |
| 11.07 → 09.09 | Long | 100.0% | +8.58% | 3.78 | 8 |