Over 2022 to 2025 (4 years of data), TRGPUSUSD has tended to move long between 25.07 and 18.09, closing higher in 100.0% of those years for an average +9.07% move and an annualized Sharpe of 4.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 18.09 | Long | 100.0% | +9.07% | 4.63 | 4 |
| 25.07 → 12.09 | Long | 100.0% | +8.65% | 3.78 | 4 |
| 25.07 → 17.09 | Long | 100.0% | +8.48% | 3.85 | 4 |
| 23.07 → 18.09 | Long | 100.0% | +8.45% | 6.95 | 4 |
| 23.07 → 14.09 | Long | 100.0% | +8.44% | 3.73 | 4 |
| 25.07 → 29.08 | Long | 100.0% | +8.32% | 5.37 | 4 |
| 22.07 → 18.09 | Long | 100.0% | +8.27% | 6.36 | 4 |
| 24.07 → 18.09 | Long | 100.0% | +8.27% | 5.53 | 4 |