Over 2017 to 2025 (9 years of data), TLTUSUSD has tended to move long between 08.07 and 24.08, closing higher in 88.9% of those years for an average +2.13% move and an annualized Sharpe of 1.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 24.08 | Long | 88.9% | +2.13% | 1.56 | 9 |
| 08.07 → 25.08 | Long | 88.9% | +2.11% | 1.57 | 9 |
| 08.07 → 30.07 | Long | 88.9% | +1.45% | 3.26 | 9 |
| 09.07 → 30.07 | Long | 88.9% | +1.41% | 3.28 | 9 |
| 10.07 → 28.07 | Long | 88.9% | +0.66% | 2.12 | 9 |
| 08.07 → 04.08 | Long | 77.8% | +2.29% | 2.96 | 9 |
| 08.07 → 03.08 | Long | 77.8% | +2.27% | 2.92 | 9 |
| 09.07 → 04.08 | Long | 77.8% | +2.24% | 3.00 | 9 |