United States
Over 2017 to 2025 (9 years of data), TXNUSUSD has tended to move short between 07.10 and 28.10, closing higher in 87.5% of those years for an average +5.06% move and an annualized Sharpe of 4.56.
Best window
07.10 - 28.10
Direction
Short
Win rate
87.5%
Avg return
+5.06%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 28.10 | Short | 87.5% | +5.06% | 4.56 | 8 |
| 06.10 → 28.10 | Short | 87.5% | +4.89% | 4.36 | 8 |
| 10.10 → 27.10 | Short | 87.5% |
| +4.60% |
| 5.76 |
| 8 |
| 09.10 → 27.10 | Short | 87.5% | +4.34% | 4.88 | 8 |
| 07.10 → 18.10 | Short | 87.5% | +1.29% | 2.45 | 8 |
| 10.10 → 15.10 | Short | 87.5% | +0.91% | 3.80 | 8 |
| 10.10 → 03.11 | Short | 77.8% | +3.11% | 3.52 | 9 |
| 09.10 → 03.11 | Short | 77.8% | +2.88% | 2.88 | 9 |