Over 2018 to 2025 (8 years of data), TSMUSUSD has tended to move short between 27.07 and 20.08, closing higher in 87.5% of those years for an average +3.28% move and an annualized Sharpe of 3.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 20.08 | Short | 87.5% | +3.28% | 3.09 | 8 |
| 28.07 → 20.08 | Short | 87.5% | +3.21% | 3.40 | 8 |
| 25.07 → 20.08 | Short | 87.5% | +2.73% | 2.15 | 8 |
| 27.07 → 22.08 | Short | 87.5% | +2.58% | 2.99 | 8 |
| 28.07 → 22.08 | Short | 87.5% | +2.50% | 3.32 | 8 |
| 27.07 → 21.08 | Short | 87.5% | +2.40% | 2.25 | 8 |
| 28.07 → 21.08 | Short | 87.5% | +2.33% | 2.40 | 8 |
| 28.07 → 23.08 | Short | 87.5% | +2.05% | 2.32 | 8 |