Over 2022 to 2025 (4 years of data), TRUUSUSD has tended to move long between 22.08 and 25.08, closing higher in 100.0% of those years for an average +3.49% move and an annualized Sharpe of 52.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 25.08 | Long | 100.0% | +3.49% | 52.03 | 4 |
| 28.08 → 12.09 | Long | 100.0% | +2.76% | 11.16 | 4 |
| 28.08 → 09.09 | Long | 100.0% | +2.28% | 6.92 | 4 |
| 28.08 → 11.09 | Long | 100.0% | +2.27% | 8.83 | 4 |
| 28.08 → 08.09 | Long | 100.0% | +2.18% | 6.63 | 4 |
| 27.08 → 12.09 | Long | 100.0% | +2.15% | 16.65 | 4 |
| 27.08 → 11.09 | Long | 100.0% | +1.67% | 5.04 | 4 |
| 28.08 → 10.09 | Long | 100.0% | +1.28% | 13.02 | 4 |