Over 2022 to 2025 (4 years of data), TRGPUSUSD has tended to move long between 10.07 and 19.07, closing higher in 100.0% of those years for an average +3.49% move and an annualized Sharpe of 9.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 19.07 | Long | 100.0% | +3.49% | 9.13 | 4 |
| 09.07 → 19.07 | Long | 100.0% | +3.33% | 9.94 | 4 |
| 10.07 → 18.07 | Long | 100.0% | +2.94% | 9.62 | 4 |
| 09.07 → 18.07 | Long | 100.0% | +2.78% | 10.72 | 4 |
| 10.07 → 17.07 | Long | 100.0% | +1.61% | 12.66 | 4 |
| 09.07 → 17.07 | Long | 100.0% | +1.46% | 11.72 | 4 |
| 11.07 → 03.09 | Long | 75.0% | +10.94% | 3.15 | 4 |
| 10.07 → 03.09 | Long | 75.0% | +10.68% | 3.56 | 4 |