United States
Over 2022 to 2025 (4 years of data), TWLOUSUSD has tended to move long between 12.10 and 11.12, closing higher in 75.0% of those years for an average +20.68% move and an annualized Sharpe of 1.59.
Best window
12.10 - 11.12
Direction
Long
Win rate
75.0%
Avg return
+20.68%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 75.0% | +20.68% | 1.59 | 4 |
| 12.10 → 10.12 | Long | 75.0% | +19.05% | 1.59 | 4 |
| 12.10 → 06.12 | Long | 75.0% |
| +17.71% |
| 1.38 |
| 4 |
| 12.10 → 09.12 | Long | 75.0% | +17.69% | 1.39 | 4 |
| 08.10 → 06.12 | Long | 75.0% | +17.66% | 1.15 | 4 |
| 12.10 → 08.12 | Long | 75.0% | +17.62% | 1.41 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +17.46% | 1.37 | 4 |
| 06.10 → 05.12 | Long | 75.0% | +17.39% | 1.20 | 4 |