United States
Over 2022 to 2025 (4 years of data), TTWOUSUSD has tended to move long between 05.10 and 21.10, closing higher in 100.0% of those years for an average +4.60% move and an annualized Sharpe of 5.86.
Best window
05.10 - 21.10
Direction
Long
Win rate
100.0%
Avg return
+4.60%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 21.10 | Long | 100.0% | +4.60% | 5.86 | 4 |
| 05.10 → 20.10 | Long | 100.0% | +4.16% | 6.46 | 4 |
| 05.10 → 19.10 | Long | 100.0% |
| +3.80% |
| 7.05 |
| 4 |
| 05.10 → 18.10 | Long | 100.0% | +3.69% | 9.52 | 4 |
| 07.10 → 21.10 | Long | 100.0% | +3.57% | 7.96 | 4 |
| 05.10 → 15.10 | Long | 100.0% | +3.18% | 19.04 | 4 |
| 07.10 → 20.10 | Long | 100.0% | +3.14% | 8.83 | 4 |
| 05.10 → 17.10 | Long | 100.0% | +3.11% | 13.36 | 4 |