Over 2017 to 2025 (9 years of data), TWTRUSUSD has tended to move long between 10.07 and 24.07, closing higher in 62.5% of those years for an average +3.54% move and an annualized Sharpe of 4.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 24.07 | Long | 62.5% | +3.54% | 4.20 | 8 |
| 10.07 → 22.07 | Long | 62.5% | +3.22% | 3.65 | 8 |
| 09.07 → 24.07 | Long | 62.5% | +2.01% | 3.96 | 8 |
| 07.07 → 25.07 | Long | 50.0% | +4.20% | 2.36 | 8 |
| 07.07 → 23.07 | Long | 50.0% | +4.12% | 2.39 | 8 |
| 11.07 → 23.07 | Long | 50.0% | +4.00% | 2.84 | 8 |
| 07.07 → 24.07 | Long | 50.0% | +3.88% | 2.75 | 8 |
| 10.07 → 25.07 | Long | 50.0% | +3.80% | 3.60 | 8 |