Over 2022 to 2025 (4 years of data), TRMBUSUSD has tended to move long between 07.07 and 24.08, closing higher in 100.0% of those years for an average +7.37% move and an annualized Sharpe of 2.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Long | 100.0% | +7.37% | 2.12 | 4 |
| 07.07 → 20.08 | Long | 100.0% | +7.26% | 2.04 | 4 |
| 07.07 → 23.08 | Long | 100.0% | +7.26% | 2.39 | 4 |
| 07.07 → 19.08 | Long | 100.0% | +7.09% | 2.00 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +6.89% | 4.32 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +6.89% | 4.17 | 4 |
| 07.07 → 22.08 | Long | 100.0% | +6.76% | 2.52 | 4 |
| 10.07 → 17.08 | Long | 100.0% | +6.60% | 2.21 | 4 |