Over 2022 to 2025 (4 years of data), TOLUSUSD has tended to move long between 07.07 and 24.08, closing higher in 100.0% of those years for an average +15.11% move and an annualized Sharpe of 2.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Long | 100.0% | +15.11% | 2.96 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +11.77% | 4.20 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +11.10% | 4.94 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +11.04% | 4.78 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +10.98% | 3.74 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +10.97% | 7.01 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +10.87% | 3.94 | 4 |
| 07.07 → 12.08 | Long | 100.0% | +10.85% | 6.52 | 4 |