United States
Over 2022 to 2025 (4 years of data), TPRUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +22.64% move and an annualized Sharpe of 4.09.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+22.64%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +22.64% | 4.09 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +22.48% | 3.78 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +22.36% |
| 5.26 |
| 4 |
| 11.10 → 04.12 | Long | 100.0% | +22.28% | 4.30 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +22.23% | 4.88 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +22.19% | 4.86 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +21.84% | 3.87 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +21.78% | 4.26 | 4 |