United States
Over 2022 to 2025 (4 years of data), TTWOUSUSD has tended to move long between 07.10 and 21.10, closing higher in 100.0% of those years for an average +3.57% move and an annualized Sharpe of 7.96.
Best window
07.10 - 21.10
Direction
Long
Win rate
100.0%
Avg return
+3.57%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 21.10 | Long | 100.0% | +3.57% | 7.96 | 4 |
| 07.10 → 20.10 | Long | 100.0% | +3.14% | 8.83 | 4 |
| 06.10 → 21.10 | Long | 100.0% |
| +2.95% |
| 9.83 |
| 4 |
| 09.10 → 21.10 | Long | 100.0% | +2.81% | 9.20 | 4 |
| 07.10 → 19.10 | Long | 100.0% | +2.80% | 9.61 | 4 |
| 07.10 → 18.10 | Long | 100.0% | +2.69% | 24.83 | 4 |
| 06.10 → 20.10 | Long | 100.0% | +2.53% | 10.91 | 4 |
| 10.10 → 21.10 | Long | 100.0% | +2.51% | 7.66 | 4 |