Over 2022 to 2025 (4 years of data), TMUSUSUSD has tended to move long between 13.07 and 14.08, closing higher in 100.0% of those years for an average +8.06% move and an annualized Sharpe of 6.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 14.08 | Long | 100.0% | +8.06% | 6.37 | 4 |
| 10.07 → 14.08 | Long | 100.0% | +7.86% | 6.18 | 4 |
| 13.07 → 15.08 | Long | 100.0% | +7.72% | 5.99 | 4 |
| 10.07 → 29.08 | Long | 100.0% | +7.64% | 4.43 | 4 |
| 10.07 → 15.08 | Long | 100.0% | +7.53% | 5.89 | 4 |
| 13.07 → 13.08 | Long | 100.0% | +7.51% | 7.36 | 4 |
| 13.07 → 11.08 | Long | 100.0% | +7.37% | 6.57 | 4 |
| 10.07 → 13.08 | Long | 100.0% | +7.32% | 7.27 | 4 |