Over 2022 to 2025 (4 years of data), TRUUSUSD has tended to move long between 07.07 and 23.07, closing higher in 100.0% of those years for an average +5.62% move and an annualized Sharpe of 16.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 100.0% | +5.62% | 16.46 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +5.61% | 11.25 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +5.37% | 25.85 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +5.35% | 16.41 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +5.07% | 18.55 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +5.06% | 11.57 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +5.00% | 15.37 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +4.77% | 11.30 | 4 |