Over 2017 to 2025 (9 years of data), TXNUSUSD has tended to move long between 26.07 and 29.07, closing higher in 87.5% of those years for an average +2.50% move and an annualized Sharpe of 8.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 29.07 | Long | 87.5% | +2.50% | 8.43 | 8 |
| 26.07 → 25.08 | Long | 75.0% | +3.42% | 2.10 | 8 |
| 26.07 → 29.08 | Long | 75.0% | +3.31% | 2.44 | 8 |
| 22.07 → 03.08 | Short | 75.0% | +3.21% | 2.48 | 8 |
| 26.07 → 28.08 | Long | 75.0% | +3.07% | 2.02 | 8 |
| 26.07 → 27.08 | Long | 75.0% | +3.06% | 2.04 | 8 |
| 26.07 → 26.08 | Long | 75.0% | +2.95% | 1.91 | 8 |
| 25.07 → 25.08 | Long | 75.0% | +2.86% | 1.49 | 8 |