Over 2022 to 2025 (4 years of data), TTWOUSUSD has tended to move short between 07.07 and 08.08, closing higher in 100.0% of those years for an average +6.17% move and an annualized Sharpe of 6.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 08.08 | Short | 100.0% | +6.17% | 6.08 | 4 |
| 08.07 → 08.08 | Short | 100.0% | +5.99% | 6.66 | 4 |
| 09.07 → 08.08 | Short | 100.0% | +5.91% | 6.25 | 4 |
| 11.07 → 08.08 | Short | 100.0% | +5.31% | 6.53 | 4 |
| 10.07 → 08.08 | Short | 100.0% | +4.94% | 7.32 | 4 |
| 07.07 → 09.08 | Short | 100.0% | +4.74% | 4.36 | 4 |
| 08.07 → 09.08 | Short | 100.0% | +4.55% | 4.71 | 4 |
| 07.07 → 10.08 | Short | 100.0% | +4.52% | 6.26 | 4 |