United States
Over 2022 to 2025 (4 years of data), TRMBUSUSD has tended to move short between 09.10 and 03.11, closing higher in 100.0% of those years for an average +4.82% move and an annualized Sharpe of 2.68.
Best window
09.10 - 03.11
Direction
Short
Win rate
100.0%
Avg return
+4.82%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 03.11 | Short | 100.0% | +4.82% | 2.68 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +3.11% | 13.58 | 4 |
| 05.10 → 20.10 | Short | 100.0% |
| +2.29% |
| 11.91 |
| 4 |
| 07.10 → 20.10 | Short | 100.0% | +2.16% | 8.82 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +2.03% | 13.12 | 4 |
| 06.10 → 20.10 | Short | 100.0% | +1.79% | 7.97 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +1.41% | 9.36 | 4 |
| 11.10 → 04.12 | Long | 75.0% | +9.37% | 2.29 | 4 |