United States
Over 2022 to 2025 (4 years of data), TTDUSUSD has tended to move long between 20.09 and 04.10, closing higher in 100.0% of those years for an average +7.74% move and an annualized Sharpe of 5.85.
Best window
20.09 - 04.10
Direction
Long
Win rate
100.0%
Avg return
+7.74%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 04.10 | Long | 100.0% | +7.74% | 5.85 | 4 |
| 21.09 → 04.10 | Long | 100.0% | +7.18% | 5.37 | 4 |
| 19.09 → 06.10 | Long | 100.0% |
| +6.73% |
| 3.78 |
| 4 |
| 20.09 → 05.10 | Long | 100.0% | +6.33% | 4.10 | 4 |
| 21.09 → 05.10 | Long | 100.0% | +5.77% | 3.72 | 4 |
| 20.09 → 28.09 | Long | 100.0% | +4.06% | 6.24 | 4 |
| 18.09 → 17.11 | Short | 75.0% | +9.46% | 2.02 | 4 |
| 19.09 → 17.11 | Short | 75.0% | +9.08% | 2.40 | 4 |