United States
Over 2018 to 2025 (8 years of data), TSMUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +9.21% move and an annualized Sharpe of 2.91.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+9.21%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +9.21% | 2.91 | 8 |
| 11.10 → 03.12 | Long | 100.0% | +9.01% | 3.12 | 8 |
| 11.10 → 02.12 | Long | 100.0% |
| +8.94% |
| 3.03 |
| 8 |
| 11.10 → 08.12 | Long | 87.5% | +10.47% | 3.04 | 8 |
| 11.10 → 05.12 | Long | 87.5% | +10.21% | 3.04 | 8 |
| 11.10 → 09.12 | Long | 87.5% | +10.19% | 2.99 | 8 |
| 11.10 → 06.12 | Long | 87.5% | +10.17% | 3.25 | 8 |
| 11.10 → 07.12 | Long | 87.5% | +10.14% | 3.16 | 8 |