Over 2022 to 2025 (4 years of data), TOLUSUSD has tended to move long between 21.07 and 28.07, closing higher in 100.0% of those years for an average +5.06% move and an annualized Sharpe of 19.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 28.07 | Long | 100.0% | +5.06% | 19.75 | 4 |
| 21.07 → 29.07 | Long | 100.0% | +5.03% | 19.24 | 4 |
| 21.07 → 30.07 | Long | 100.0% | +4.62% | 11.36 | 4 |
| 21.07 → 31.07 | Long | 100.0% | +4.40% | 10.11 | 4 |
| 21.07 → 01.08 | Long | 100.0% | +4.25% | 26.69 | 4 |
| 21.07 → 26.07 | Long | 100.0% | +4.00% | 21.23 | 4 |
| 21.07 → 27.07 | Long | 100.0% | +3.71% | 9.45 | 4 |
| 21.07 → 25.07 | Long | 100.0% | +3.03% | 17.49 | 4 |