United States
Over 2022 to 2025 (4 years of data), TRGPUSUSD has tended to move long between 11.10 and 29.11, closing higher in 100.0% of those years for an average +16.45% move and an annualized Sharpe of 6.71.
Best window
11.10 - 29.11
Direction
Long
Win rate
100.0%
Avg return
+16.45%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 29.11 | Long | 100.0% | +16.45% | 6.71 | 4 |
| 05.10 → 29.11 | Long | 100.0% | +16.31% | 5.43 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +16.16% |
| 10.44 |
| 4 |
| 11.10 → 30.11 | Long | 100.0% | +16.02% | 11.27 | 4 |
| 05.10 → 01.12 | Long | 100.0% | +16.01% | 7.85 | 4 |
| 05.10 → 30.11 | Long | 100.0% | +15.88% | 7.85 | 4 |
| 11.10 → 22.11 | Long | 100.0% | +15.63% | 5.59 | 4 |
| 05.10 → 22.11 | Long | 100.0% | +15.56% | 4.31 | 4 |