Over 2018 to 2025 (8 years of data), TSMUSUSD has tended to move long between 07.07 and 14.07, closing higher in 100.0% of those years for an average +4.41% move and an annualized Sharpe of 11.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Long | 100.0% | +4.41% | 11.41 | 8 |
| 07.07 → 12.07 | Long | 100.0% | +3.29% | 13.35 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +7.39% | 2.37 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +6.62% | 2.69 | 8 |
| 07.07 → 24.07 | Long | 87.5% | +5.48% | 2.75 | 8 |
| 07.07 → 16.07 | Long | 87.5% | +4.54% | 9.69 | 8 |
| 07.07 → 15.07 | Long | 87.5% | +3.95% | 9.30 | 8 |
| 07.07 → 13.07 | Long | 87.5% | +3.81% | 12.17 | 8 |