Over 2022 to 2025 (4 years of data), TYLUSUSD has tended to move short between 27.07 and 25.09, closing higher in 100.0% of those years for an average +4.10% move and an annualized Sharpe of 5.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 25.09 | Short | 100.0% | +4.10% | 5.20 | 4 |
| 28.07 → 26.09 | Short | 100.0% | +3.08% | 3.37 | 4 |
| 27.07 → 20.09 | Short | 100.0% | +2.47% | 6.46 | 4 |
| 28.07 → 08.09 | Long | 100.0% | +2.24% | 5.06 | 4 |
| 28.07 → 30.08 | Long | 100.0% | +2.02% | 6.85 | 4 |
| 28.07 → 31.08 | Long | 100.0% | +1.88% | 6.16 | 4 |
| 28.07 → 09.09 | Long | 100.0% | +1.82% | 2.43 | 4 |
| 28.07 → 11.09 | Long | 100.0% | +1.80% | 2.05 | 4 |