Over 2022 to 2025 (4 years of data), TTUSUSD has tended to move long between 08.07 and 13.08, closing higher in 100.0% of those years for an average +8.85% move and an annualized Sharpe of 2.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 13.08 | Long | 100.0% | +8.85% | 2.89 | 4 |
| 08.07 → 17.08 | Long | 100.0% | +8.72% | 2.41 | 4 |
| 08.07 → 12.08 | Long | 100.0% | +8.58% | 2.83 | 4 |
| 07.07 → 12.08 | Long | 100.0% | +8.29% | 2.56 | 4 |
| 08.07 → 18.08 | Long | 100.0% | +8.08% | 2.45 | 4 |
| 08.07 → 01.08 | Long | 100.0% | +5.44% | 5.14 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +5.21% | 11.67 | 4 |
| 09.07 → 01.08 | Long | 100.0% | +5.15% | 4.44 | 4 |