United States
Over 2022 to 2025 (4 years of data), TPXUSUSD has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +15.66% move and an annualized Sharpe of 6.44.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+15.66%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +15.66% | 6.44 | 4 |
| 12.10 → 10.12 | Long | 100.0% | +15.03% | 5.87 | 4 |
| 12.10 → 08.12 | Long | 100.0% |
| +14.43% |
| 5.35 |
| 4 |
| 12.10 → 09.12 | Long | 100.0% | +14.43% | 5.16 | 4 |
| 11.10 → 10.12 | Long | 100.0% | +13.98% | 5.58 | 4 |
| 12.10 → 02.12 | Long | 100.0% | +13.44% | 5.29 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +13.38% | 5.08 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +13.38% | 4.95 | 4 |