Over 2017 to 2025 (9 years of data), TUSUSD has tended to move long between 24.07 and 16.08, closing higher in 88.9% of those years for an average +2.61% move and an annualized Sharpe of 2.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 16.08 | Long | 88.9% | +2.61% | 2.82 | 9 |
| 24.07 → 17.08 | Long | 88.9% | +2.44% | 2.35 | 9 |
| 26.07 → 16.08 | Long | 88.9% | +1.95% | 2.38 | 9 |
| 25.07 → 16.08 | Long | 88.9% | +1.86% | 2.15 | 9 |
| 26.07 → 17.08 | Long | 88.9% | +1.78% | 1.97 | 9 |
| 25.07 → 17.08 | Long | 88.9% | +1.69% | 1.84 | 9 |
| 27.07 → 13.08 | Long | 88.9% | +1.27% | 2.30 | 9 |
| 27.07 → 14.08 | Long | 88.9% | +1.25% | 2.11 | 9 |