United States
Over 2018 to 2025 (8 years of data), TROWUSUSD has tended to move short between 20.09 and 12.10, closing higher in 87.5% of those years for an average +4.00% move and an annualized Sharpe of 2.12.
Best window
20.09 - 12.10
Direction
Short
Win rate
87.5%
Avg return
+4.00%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 12.10 | Short | 87.5% | +4.00% | 2.12 | 8 |
| 20.09 → 13.10 | Short | 87.5% | +3.44% | 1.82 | 8 |
| 20.09 → 23.10 | Short | 87.5% |
| +3.38% |
| 1.25 |
| 8 |
| 20.09 → 02.10 | Short | 87.5% | +3.29% | 6.30 | 8 |
| 20.09 → 10.10 | Short | 87.5% | +3.22% | 2.11 | 8 |
| 20.09 → 01.10 | Short | 87.5% | +3.10% | 8.57 | 8 |
| 20.09 → 11.10 | Short | 87.5% | +3.05% | 1.81 | 8 |
| 20.09 → 30.09 | Short | 87.5% | +2.93% | 7.14 | 8 |