United States
Over 2017 to 2025 (9 years of data), TUSUSD has tended to move short between 08.10 and 12.10, closing higher in 100.0% of those years for an average +2.96% move and an annualized Sharpe of 11.64.
Best window
08.10 - 12.10
Direction
Short
Win rate
100.0%
Avg return
+2.96%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 12.10 | Short | 100.0% | +2.96% | 11.64 | 9 |
| 08.10 → 14.10 | Short | 100.0% | +2.52% | 8.50 | 9 |
| 05.10 → 12.10 | Short | 88.9% |
| +4.50% |
| 10.08 |
| 9 |
| 05.10 → 13.10 | Short | 88.9% | +4.42% | 10.40 | 9 |
| 05.10 → 14.10 | Short | 88.9% | +4.09% | 10.33 | 9 |
| 06.10 → 13.10 | Short | 88.9% | +3.83% | 10.44 | 9 |
| 05.10 → 16.10 | Short | 88.9% | +3.70% | 7.42 | 9 |
| 05.10 → 15.10 | Short | 88.9% | +3.62% | 8.15 | 9 |