United States
Over 2022 to 2025 (4 years of data), TOLUSUSD has tended to move long between 10.10 and 08.12, closing higher in 100.0% of those years for an average +12.59% move and an annualized Sharpe of 3.37.
Best window
10.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+12.59%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 08.12 | Long | 100.0% | +12.59% | 3.37 | 4 |
| 09.10 → 08.12 | Long | 100.0% | +12.38% | 2.64 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| +12.25% |
| 4.19 |
| 4 |
| 10.10 → 01.12 | Long | 100.0% | +12.20% | 6.11 | 4 |
| 10.10 → 07.12 | Long | 100.0% | +12.08% | 3.63 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +11.91% | 9.98 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +11.90% | 4.22 | 4 |
| 09.10 → 07.12 | Long | 100.0% | +11.85% | 2.78 | 4 |