Over 2022 to 2025 (4 years of data), TPXUSUSD has tended to move long between 07.07 and 15.08, closing higher in 100.0% of those years for an average +17.29% move and an annualized Sharpe of 5.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.08 | Long | 100.0% | +17.29% | 5.55 | 4 |
| 08.07 → 15.08 | Long | 100.0% | +17.02% | 5.88 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +16.20% | 6.40 | 4 |
| 07.07 → 14.08 | Long | 100.0% | +16.18% | 6.30 | 4 |
| 07.07 → 12.08 | Long | 100.0% | +16.01% | 6.26 | 4 |
| 07.07 → 31.08 | Long | 100.0% | +16.00% | 32.03 | 4 |
| 08.07 → 06.09 | Long | 100.0% | +16.00% | 7.19 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +15.93% | 6.86 | 4 |