Over 2017 to 2025 (9 years of data), TUSUSD has tended to move short between 07.07 and 22.07, closing higher in 100.0% of those years for an average +3.76% move and an annualized Sharpe of 5.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Short | 100.0% | +3.76% | 5.15 | 9 |
| 08.07 → 22.07 | Short | 100.0% | +3.49% | 5.28 | 9 |
| 07.07 → 23.07 | Short | 100.0% | +3.35% | 4.92 | 9 |
| 08.07 → 23.07 | Short | 100.0% | +3.07% | 4.63 | 9 |
| 07.07 → 21.07 | Short | 88.9% | +3.54% | 4.67 | 9 |
| 08.07 → 21.07 | Short | 88.9% | +3.27% | 4.80 | 9 |
| 07.07 → 20.07 | Short | 88.9% | +3.24% | 5.70 | 9 |
| 07.07 → 24.07 | Short | 88.9% | +3.21% | 3.87 | 9 |