Over 2022 to 2025 (4 years of data), TWLOUSUSD has tended to move long between 23.07 and 30.07, closing higher in 100.0% of those years for an average +3.24% move and an annualized Sharpe of 6.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 30.07 | Long | 100.0% | +3.24% | 6.90 | 4 |
| 22.07 → 26.08 | Short | 75.0% | +10.62% | 3.15 | 4 |
| 22.07 → 27.08 | Short | 75.0% | +10.17% | 2.74 | 4 |
| 22.07 → 28.08 | Short | 75.0% | +10.08% | 2.95 | 4 |
| 22.07 → 09.08 | Short | 75.0% | +9.78% | 3.52 | 4 |
| 24.07 → 26.08 | Short | 75.0% | +9.75% | 3.18 | 4 |
| 22.07 → 24.08 | Short | 75.0% | +9.74% | 3.11 | 4 |
| 22.07 → 22.08 | Short | 75.0% | +9.58% | 3.44 | 4 |