Over 2022 to 2025 (4 years of data), TPXUSUSD has tended to move long between 25.07 and 14.09, closing higher in 100.0% of those years for an average +7.72% move and an annualized Sharpe of 3.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 14.09 | Long | 100.0% | +7.72% | 3.41 | 4 |
| 22.07 → 14.09 | Long | 100.0% | +6.91% | 2.78 | 4 |
| 23.07 → 14.09 | Long | 100.0% | +6.86% | 3.07 | 4 |
| 24.07 → 14.09 | Long | 100.0% | +6.74% | 3.05 | 4 |
| 25.07 → 01.09 | Long | 100.0% | +5.79% | 3.55 | 4 |
| 28.07 → 01.09 | Long | 100.0% | +5.72% | 4.11 | 4 |
| 25.07 → 30.08 | Long | 100.0% | +5.70% | 3.55 | 4 |
| 28.07 → 30.08 | Long | 100.0% | +5.64% | 3.89 | 4 |