Over 2017 to 2025 (9 years of data), TLTUSUSD has tended to move short between 12.09 and 07.11, closing higher in 100.0% of those years for an average +5.06% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 07.11 | Short | 100.0% | +5.06% | 3.01 | 9 |
| 11.09 → 07.11 | Short | 100.0% | +4.94% | 2.89 | 9 |
| 12.09 → 06.11 | Short | 100.0% | +4.94% | 2.79 | 9 |
| 12.09 → 01.11 | Short | 100.0% | +4.79% | 3.36 | 9 |
| 12.09 → 31.10 | Short | 100.0% | +4.76% | 3.11 | 9 |
| 12.09 → 08.11 | Short | 100.0% | +4.72% | 3.06 | 9 |
| 12.09 → 03.11 | Short | 100.0% | +4.71% | 3.59 | 9 |
| 12.09 → 10.11 | Short | 100.0% | +4.71% | 3.98 | 9 |