Over 2018 to 2025 (8 years of data), USTBONDTRUSD has tended to move long between 08.07 and 30.07, closing higher in 100.0% of those years for an average +1.44% move and an annualized Sharpe of 4.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 30.07 | Long | 100.0% | +1.44% | 4.21 | 7 |
| 07.07 → 30.07 | Long | 100.0% | +1.38% | 5.03 | 7 |
| 11.07 → 21.07 | Long | 100.0% | +1.15% | 9.49 | 7 |
| 11.07 → 23.07 | Long | 100.0% | +1.03% | 8.38 | 7 |
| 11.07 → 22.07 | Long | 100.0% | +0.98% | 6.94 | 7 |
| 11.07 → 25.07 | Long | 100.0% | +0.91% | 7.69 | 7 |
| 11.07 → 20.07 | Long | 100.0% | +0.81% | 11.24 | 7 |
| 09.07 → 04.08 | Long | 85.7% | +2.52% | 4.84 | 7 |