Over 2022 to 2025 (4 years of data), TTDUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +8.45% move and an annualized Sharpe of 7.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +8.45% | 7.66 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +8.02% | 7.26 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +7.33% | 6.81 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +7.08% | 7.55 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +6.90% | 6.52 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +6.64% | 7.71 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +5.46% | 6.39 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +3.84% | 12.76 | 4 |