United States
Over 2022 to 2025 (4 years of data), TYLUSUSD has tended to move short between 09.10 and 20.10, closing higher in 100.0% of those years for an average +2.72% move and an annualized Sharpe of 9.41.
Best window
09.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+2.72%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 20.10 | Short | 100.0% | +2.72% | 9.41 | 4 |
| 09.10 → 22.10 | Short | 100.0% | +2.50% | 8.90 | 4 |
| 09.10 → 23.10 | Short | 100.0% |
| +2.50% |
| 8.31 |
| 4 |
| 09.10 → 19.10 | Short | 100.0% | +1.97% | 8.86 | 4 |
| 09.10 → 18.10 | Short | 100.0% | +1.60% | 9.67 | 4 |
| 09.10 → 01.11 | Short | 75.0% | +5.44% | 4.40 | 4 |
| 10.10 → 01.11 | Short | 75.0% | +5.10% | 4.05 | 4 |
| 06.10 → 01.11 | Short | 75.0% | +4.61% | 2.71 | 4 |