United States
Over 2022 to 2025 (4 years of data), TTWOUSUSD has tended to move short between 15.09 and 24.09, closing higher in 100.0% of those years for an average +4.76% move and an annualized Sharpe of 5.80.
Best window
15.09 - 24.09
Direction
Short
Win rate
100.0%
Avg return
+4.76%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 24.09 | Short | 100.0% | +4.76% | 5.80 | 4 |
| 15.09 → 25.09 | Short | 100.0% | +4.62% | 5.24 | 4 |
| 20.09 → 24.09 | Short | 100.0% |
| +4.38% |
| 11.84 |
| 4 |
| 16.09 → 24.09 | Short | 100.0% | +4.33% | 5.97 | 4 |
| 20.09 → 25.09 | Short | 100.0% | +4.24% | 10.02 | 4 |
| 16.09 → 25.09 | Short | 100.0% | +4.19% | 5.35 | 4 |
| 21.09 → 21.10 | Long | 100.0% | +4.18% | 24.31 | 4 |
| 21.09 → 24.10 | Long | 100.0% | +4.02% | 5.36 | 4 |