Over 2022 to 2025 (4 years of data), TTUSUSD has tended to move short between 15.08 and 05.09, closing higher in 100.0% of those years for an average +2.53% move and an annualized Sharpe of 7.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 05.09 | Short | 100.0% | +2.53% | 7.92 | 4 |
| 12.08 → 16.08 | Long | 100.0% | +2.38% | 10.43 | 4 |
| 16.08 → 05.09 | Short | 100.0% | +1.97% | 4.23 | 4 |
| 15.08 → 20.08 | Short | 100.0% | +1.04% | 11.75 | 4 |
| 12.08 → 11.09 | Long | 75.0% | +3.11% | 2.95 | 4 |
| 18.08 → 08.10 | Long | 75.0% | +2.91% | 0.82 | 4 |
| 18.08 → 14.10 | Long | 75.0% | +2.91% | 0.63 | 4 |
| 18.08 → 06.10 | Long | 75.0% | +2.88% | 0.96 | 4 |