Over 2022 to 2025 (4 years of data), TPRUSUSD has tended to move short between 18.08 and 22.08, closing higher in 100.0% of those years for an average +2.27% move and an annualized Sharpe of 15.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 22.08 | Short | 100.0% | +2.27% | 15.78 | 4 |
| 17.08 → 22.08 | Short | 100.0% | +1.71% | 17.74 | 4 |
| 17.08 → 20.08 | Short | 100.0% | +1.30% | 14.40 | 4 |
| 14.08 → 25.09 | Short | 75.0% | +5.64% | 1.04 | 4 |
| 14.08 → 10.10 | Short | 75.0% | +5.32% | 0.96 | 4 |
| 12.08 → 25.09 | Short | 75.0% | +4.80% | 0.85 | 4 |
| 14.08 → 26.09 | Short | 75.0% | +4.77% | 0.79 | 4 |
| 14.08 → 24.09 | Short | 75.0% | +4.69% | 0.89 | 4 |