United States
Over 2017 to 2025 (9 years of data), TMOUSUSD has tended to move long between 09.10 and 30.11, closing higher in 88.9% of those years for an average +3.77% move and an annualized Sharpe of 1.50.
Best window
09.10 - 30.11
Direction
Long
Win rate
88.9%
Avg return
+3.77%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 30.11 | Long | 88.9% | +3.77% | 1.50 | 9 |
| 08.10 → 30.11 | Long | 88.9% | +3.26% | 1.37 | 9 |
| 06.10 → 30.11 | Long | 88.9% |
| +3.01% |
| 1.30 |
| 9 |
| 07.10 → 30.11 | Long | 88.9% | +2.89% | 1.33 | 9 |
| 11.10 → 01.12 | Long | 77.8% | +4.25% | 1.61 | 9 |
| 11.10 → 30.11 | Long | 77.8% | +4.07% | 1.57 | 9 |
| 09.10 → 01.12 | Long | 77.8% | +3.95% | 1.57 | 9 |
| 10.10 → 01.12 | Long | 77.8% | +3.69% | 1.43 | 9 |