United States
Over 2022 to 2025 (4 years of data), TTUSUSD has tended to move long between 06.10 and 10.11, closing higher in 100.0% of those years for an average +10.20% move and an annualized Sharpe of 5.87.
Best window
06.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+10.20%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.11 | Long | 100.0% | +10.20% | 5.87 | 4 |
| 07.10 → 10.11 | Long | 100.0% | +10.17% | 5.51 | 4 |
| 11.10 → 10.11 | Long | 100.0% |
| +10.17% |
| 5.56 |
| 4 |
| 10.10 → 10.11 | Long | 100.0% | +10.00% | 5.17 | 4 |
| 08.10 → 10.11 | Long | 100.0% | +9.90% | 4.75 | 4 |
| 09.10 → 10.11 | Long | 100.0% | +9.73% | 4.61 | 4 |
| 05.10 → 10.11 | Long | 100.0% | +9.72% | 5.84 | 4 |
| 11.10 → 25.11 | Long | 100.0% | +9.62% | 3.45 | 4 |