Over 2022 to 2025 (4 years of data), TPRUSUSD has tended to move long between 07.07 and 27.07, closing higher in 100.0% of those years for an average +7.38% move and an annualized Sharpe of 4.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 100.0% | +7.38% | 4.27 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +7.32% | 4.26 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +6.25% | 4.31 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +6.19% | 3.79 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +6.19% | 4.26 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +6.13% | 3.75 | 4 |
| 07.07 → 22.07 | Long | 75.0% | +6.64% | 4.41 | 4 |
| 08.07 → 22.07 | Long | 75.0% | +6.58% | 4.45 | 4 |