Over 2017 to 2025 (9 years of data), TRVUSUSD has tended to move long between 10.07 and 17.07, closing higher in 87.5% of those years for an average +2.67% move and an annualized Sharpe of 4.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 17.07 | Long | 87.5% | +2.67% | 4.04 | 8 |
| 10.07 → 05.09 | Long | 75.0% | +3.77% | 1.64 | 8 |
| 10.07 → 07.09 | Long | 75.0% | +3.74% | 1.58 | 8 |
| 08.07 → 05.09 | Long | 75.0% | +3.73% | 1.45 | 8 |
| 10.07 → 06.09 | Long | 75.0% | +3.73% | 1.59 | 8 |
| 08.07 → 06.09 | Long | 75.0% | +3.68% | 1.42 | 8 |
| 13.07 → 05.09 | Long | 75.0% | +3.14% | 1.90 | 8 |
| 13.07 → 07.09 | Long | 75.0% | +3.12% | 1.76 | 8 |