Over 2017 to 2025 (9 years of data), TXNUSUSD has tended to move long between 07.07 and 20.07, closing higher in 100.0% of those years for an average +3.90% move and an annualized Sharpe of 6.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 100.0% | +3.90% | 6.43 | 8 |
| 07.07 → 14.07 | Long | 100.0% | +3.05% | 14.03 | 8 |
| 07.07 → 19.07 | Long | 100.0% | +2.99% | 5.89 | 8 |
| 07.07 → 12.07 | Long | 100.0% | +2.78% | 20.53 | 8 |
| 07.07 → 11.07 | Long | 100.0% | +2.75% | 22.24 | 8 |
| 07.07 → 13.07 | Long | 100.0% | +2.67% | 20.85 | 8 |
| 08.07 → 14.07 | Long | 100.0% | +2.41% | 12.63 | 8 |
| 09.07 → 13.07 | Long | 100.0% | +1.44% | 12.03 | 8 |