Over 2017 to 2025 (9 years of data), TWTRUSUSD has tended to move short between 21.08 and 13.09, closing higher in 100.0% of those years for an average +3.02% move and an annualized Sharpe of 4.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 13.09 | Short | 100.0% | +3.02% | 4.71 | 5 |
| 19.08 → 02.09 | Long | 80.0% | +4.28% | 2.53 | 5 |
| 17.08 → 02.09 | Long | 80.0% | +3.61% | 1.84 | 5 |
| 16.08 → 02.09 | Long | 80.0% | +3.60% | 1.71 | 5 |
| 19.08 → 25.08 | Long | 80.0% | +3.53% | 5.26 | 5 |
| 18.08 → 02.09 | Long | 80.0% | +3.50% | 1.93 | 5 |
| 19.08 → 22.08 | Long | 80.0% | +3.44% | 14.68 | 5 |
| 20.08 → 02.09 | Long | 80.0% | +3.36% | 2.22 | 5 |