United States
Over 2022 to 2025 (4 years of data), TRUUSUSD has tended to move short between 10.10 and 13.10, closing higher in 100.0% of those years for an average +1.94% move and an annualized Sharpe of 10.63.
Best window
10.10 - 13.10
Direction
Short
Win rate
100.0%
Avg return
+1.94%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 13.10 | Short | 100.0% | +1.94% | 10.63 | 4 |
| 10.10 → 16.10 | Short | 100.0% | +1.68% | 8.43 | 4 |
| 10.10 → 17.10 | Short | 100.0% |
| +1.68% |
| 6.16 |
| 4 |
| 10.10 → 04.11 | Short | 75.0% | +11.02% | 3.90 | 4 |
| 06.10 → 04.11 | Short | 75.0% | +11.00% | 3.45 | 4 |
| 10.10 → 03.11 | Short | 75.0% | +10.97% | 3.70 | 4 |
| 06.10 → 01.11 | Short | 75.0% | +10.95% | 2.65 | 4 |
| 06.10 → 03.11 | Short | 75.0% | +10.91% | 3.19 | 4 |