Over 2022 to 2025 (4 years of data), TMUSUSUSD has tended to move long between 24.07 and 14.08, closing higher in 100.0% of those years for an average +7.37% move and an annualized Sharpe of 6.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 14.08 | Long | 100.0% | +7.37% | 6.78 | 4 |
| 24.07 → 12.08 | Long | 100.0% | +7.32% | 7.45 | 4 |
| 24.07 → 14.09 | Long | 100.0% | +7.32% | 3.32 | 4 |
| 23.07 → 14.08 | Long | 100.0% | +7.30% | 6.76 | 4 |
| 24.07 → 13.08 | Long | 100.0% | +7.27% | 7.09 | 4 |
| 23.07 → 12.08 | Long | 100.0% | +7.25% | 7.35 | 4 |
| 23.07 → 14.09 | Long | 100.0% | +7.24% | 3.45 | 4 |
| 23.07 → 13.08 | Long | 100.0% | +7.19% | 7.03 | 4 |