Over 2001 to 2025 (25 years of data), USDTRY has tended to move long between 23.08 and 28.09, closing higher in 83.3% of those years for an average +1.36% move and an annualized Sharpe of 1.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 28.09 | Long | 83.3% | +1.36% | 1.34 | 24 |
| 21.08 → 10.10 | Long | 79.2% | +1.84% | 0.88 | 24 |
| 23.08 → 13.10 | Long | 79.2% | +1.74% | 0.96 | 24 |
| 21.08 → 07.10 | Long | 79.2% | +1.73% | 0.95 | 24 |
| 21.08 → 13.10 | Long | 79.2% | +1.73% | 0.90 | 24 |
| 22.08 → 13.10 | Long | 79.2% | +1.66% | 0.87 | 24 |
| 23.08 → 05.10 | Long | 79.2% | +1.63% | 1.04 | 24 |
| 21.08 → 05.10 | Long | 79.2% | +1.62% | 0.95 | 24 |