Over 2022 to 2025 (4 years of data), TYLUSUSD has tended to move long between 12.07 and 18.07, closing higher in 100.0% of those years for an average +4.13% move and an annualized Sharpe of 7.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 18.07 | Long | 100.0% | +4.13% | 7.09 | 4 |
| 12.07 → 17.07 | Long | 100.0% | +3.59% | 12.29 | 4 |
| 13.07 → 18.07 | Long | 100.0% | +3.56% | 6.22 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +3.36% | 13.26 | 4 |
| 13.07 → 17.07 | Long | 100.0% | +3.01% | 10.30 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +2.78% | 11.52 | 4 |
| 11.07 → 18.07 | Long | 100.0% | +2.51% | 11.91 | 4 |
| 10.07 → 18.07 | Long | 100.0% | +2.28% | 11.33 | 4 |