United States
Over 2018 to 2025 (8 years of data), TROWUSUSD has tended to move long between 06.10 and 05.12, closing higher in 87.5% of those years for an average +5.65% move and an annualized Sharpe of 1.60.
Best window
06.10 - 05.12
Direction
Long
Win rate
87.5%
Avg return
+5.65%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.12 | Long | 87.5% | +5.65% | 1.60 | 8 |
| 05.10 → 04.12 | Long | 87.5% | +5.51% | 1.42 | 8 |
| 06.10 → 03.12 | Long | 87.5% |
| +5.51% |
| 1.90 |
| 8 |
| 06.10 → 04.12 | Long | 87.5% | +5.51% | 1.62 | 8 |
| 05.10 → 03.12 | Long | 87.5% | +5.50% | 1.63 | 8 |
| 07.10 → 04.12 | Long | 87.5% | +5.01% | 1.44 | 8 |
| 11.10 → 02.12 | Long | 75.0% | +6.11% | 2.04 | 8 |
| 11.10 → 05.12 | Long | 75.0% | +5.94% | 1.84 | 8 |