United States
Over 2022 to 2025 (4 years of data), TTDUSUSD has tended to move short between 10.10 and 17.11, closing higher in 75.0% of those years for an average +14.04% move and an annualized Sharpe of 4.07.
Best window
10.10 - 17.11
Direction
Short
Win rate
75.0%
Avg return
+14.04%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.11 | Short | 75.0% | +14.04% | 4.07 | 4 |
| 10.10 → 19.11 | Short | 75.0% | +13.99% | 3.77 | 4 |
| 10.10 → 20.11 | Short | 75.0% |
| +13.86% |
| 3.01 |
| 4 |
| 10.10 → 18.11 | Short | 75.0% | +13.73% | 4.08 | 4 |
| 10.10 → 16.11 | Short | 75.0% | +13.59% | 3.92 | 4 |
| 07.10 → 17.11 | Short | 75.0% | +13.49% | 3.75 | 4 |
| 07.10 → 19.11 | Short | 75.0% | +13.38% | 3.34 | 4 |
| 07.10 → 20.11 | Short | 75.0% | +13.24% | 2.69 | 4 |