United States
Over 2018 to 2025 (8 years of data), TSNUSUSD has tended to move long between 10.10 and 03.12, closing higher in 87.5% of those years for an average +7.01% move and an annualized Sharpe of 2.79.
Best window
10.10 - 03.12
Direction
Long
Win rate
87.5%
Avg return
+7.01%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 03.12 | Long | 87.5% | +7.01% | 2.79 | 8 |
| 08.10 → 03.12 | Long | 87.5% | +6.92% | 3.03 | 8 |
| 09.10 → 03.12 | Long | 87.5% |
| +6.87% |
| 2.96 |
| 8 |
| 11.10 → 03.12 | Long | 87.5% | +6.79% | 2.99 | 8 |
| 10.10 → 04.12 | Long | 87.5% | +6.73% | 2.31 | 8 |
| 10.10 → 05.12 | Long | 87.5% | +6.72% | 2.42 | 8 |
| 08.10 → 04.12 | Long | 87.5% | +6.64% | 2.43 | 8 |
| 08.10 → 05.12 | Long | 87.5% | +6.63% | 2.60 | 8 |