Over 2018 to 2025 (8 years of data), TROWUSUSD has tended to move long between 08.07 and 23.07, closing higher in 100.0% of those years for an average +5.59% move and an annualized Sharpe of 10.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 100.0% | +5.59% | 10.85 | 8 |
| 07.07 → 23.07 | Long | 100.0% | +5.31% | 8.68 | 8 |
| 08.07 → 22.07 | Long | 100.0% | +5.23% | 8.77 | 8 |
| 07.07 → 22.07 | Long | 100.0% | +4.95% | 7.07 | 8 |
| 08.07 → 25.07 | Long | 100.0% | +4.88% | 7.71 | 8 |
| 09.07 → 23.07 | Long | 100.0% | +4.74% | 8.83 | 8 |
| 09.07 → 24.07 | Long | 100.0% | +4.57% | 8.01 | 8 |
| 10.07 → 23.07 | Long | 100.0% | +4.53% | 10.09 | 8 |