United States
Over 2022 to 2025 (4 years of data), TMUSUSUSD has tended to move long between 08.10 and 02.12, closing higher in 75.0% of those years for an average +7.78% move and an annualized Sharpe of 2.10.
Best window
08.10 - 02.12
Direction
Long
Win rate
75.0%
Avg return
+7.78%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 75.0% | +7.78% | 2.10 | 4 |
| 07.10 → 02.12 | Long | 75.0% | +7.76% | 2.23 | 4 |
| 08.10 → 05.12 | Long | 75.0% |
| +7.56% |
| 2.02 |
| 4 |
| 07.10 → 05.12 | Long | 75.0% | +7.55% | 2.14 | 4 |
| 05.10 → 02.12 | Long | 75.0% | +7.46% | 1.88 | 4 |
| 09.10 → 02.12 | Long | 75.0% | +7.39% | 2.17 | 4 |
| 08.10 → 03.12 | Long | 75.0% | +7.25% | 1.93 | 4 |
| 07.10 → 03.12 | Long | 75.0% | +7.24% | 2.05 | 4 |