Over 2017 to 2025 (9 years of data), TRVUSUSD has tended to move long between 24.08 and 04.09, closing higher in 75.0% of those years for an average +1.61% move and an annualized Sharpe of 3.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 04.09 | Long | 75.0% | +1.61% | 3.98 | 8 |
| 23.08 → 04.09 | Long | 75.0% | +1.60% | 3.14 | 8 |
| 27.08 → 04.09 | Long | 75.0% | +1.46% | 5.39 | 8 |
| 21.08 → 04.09 | Long | 75.0% | +1.43% | 2.31 | 8 |
| 25.08 → 03.10 | Short | 75.0% | +1.41% | 1.16 | 8 |
| 22.08 → 04.09 | Long | 75.0% | +1.38% | 2.36 | 8 |
| 26.08 → 03.10 | Short | 75.0% | +1.31% | 0.97 | 8 |
| 21.08 → 02.10 | Short | 75.0% | +1.12% | 0.72 | 8 |