Over 2001 to 2025 (25 years of data), USDTRY has tended to move long between 07.07 and 29.08, closing higher in 70.8% of those years for an average +3.29% move and an annualized Sharpe of 0.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.08 | Long | 70.8% | +3.29% | 0.88 | 24 |
| 13.07 → 10.09 | Long | 70.8% | +3.19% | 1.04 | 24 |
| 13.07 → 09.09 | Long | 70.8% | +3.18% | 1.04 | 24 |
| 12.07 → 10.09 | Long | 70.8% | +3.11% | 1.03 | 24 |
| 12.07 → 09.09 | Long | 70.8% | +3.10% | 1.03 | 24 |
| 13.07 → 29.08 | Long | 70.8% | +3.06% | 1.02 | 24 |
| 12.07 → 29.08 | Long | 70.8% | +2.98% | 1.00 | 24 |
| 07.07 → 30.08 | Long | 70.8% | +2.97% | 0.84 | 24 |