Over 2018 to 2025 (8 years of data), TSNUSUSD has tended to move long between 11.07 and 20.08, closing higher in 87.5% of those years for an average +5.80% move and an annualized Sharpe of 3.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 20.08 | Long | 87.5% | +5.80% | 3.46 | 8 |
| 11.07 → 12.08 | Long | 87.5% | +5.66% | 2.91 | 8 |
| 11.07 → 19.08 | Long | 87.5% | +5.64% | 3.65 | 8 |
| 11.07 → 18.08 | Long | 87.5% | +5.46% | 3.30 | 8 |
| 11.07 → 11.08 | Long | 87.5% | +5.40% | 2.97 | 8 |
| 13.07 → 20.08 | Long | 87.5% | +5.38% | 3.21 | 8 |
| 11.07 → 17.08 | Long | 87.5% | +5.37% | 3.26 | 8 |
| 13.07 → 12.08 | Long | 87.5% | +5.27% | 2.63 | 8 |