Over 2022 to 2025 (4 years of data), TWLOUSUSD has tended to move short between 13.07 and 10.09, closing higher in 100.0% of those years for an average +7.04% move and an annualized Sharpe of 3.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Short | 100.0% | +7.04% | 3.86 | 4 |
| 12.07 → 18.07 | Long | 100.0% | +6.89% | 8.39 | 4 |
| 11.07 → 18.07 | Long | 100.0% | +5.76% | 6.97 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +3.58% | 13.85 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +3.44% | 7.33 | 4 |
| 09.07 → 19.07 | Long | 100.0% | +3.23% | 7.40 | 4 |
| 08.07 → 19.07 | Long | 100.0% | +2.85% | 6.46 | 4 |
| 08.07 → 01.08 | Short | 100.0% | +1.98% | 11.11 | 4 |