Over 2017 to 2025 (9 years of data), TMOUSUSD has tended to move long between 12.07 and 04.09, closing higher in 100.0% of those years for an average +7.80% move and an annualized Sharpe of 4.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 04.09 | Long | 100.0% | +7.80% | 4.25 | 8 |
| 13.07 → 06.09 | Long | 100.0% | +7.77% | 4.44 | 8 |
| 13.07 → 04.09 | Long | 100.0% | +7.76% | 4.70 | 8 |
| 12.07 → 05.09 | Long | 100.0% | +7.64% | 4.20 | 8 |
| 13.07 → 05.09 | Long | 100.0% | +7.60% | 4.63 | 8 |
| 11.07 → 24.07 | Long | 100.0% | +5.71% | 8.92 | 8 |
| 12.07 → 22.07 | Long | 100.0% | +4.51% | 10.52 | 8 |
| 11.07 → 22.07 | Long | 100.0% | +4.00% | 8.93 | 8 |