Over 2022 to 2025 (4 years of data), ZTSUSUSD has tended to move long between 13.07 and 19.08, closing higher in 100.0% of those years for an average +3.17% move and an annualized Sharpe of 5.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.08 | Long | 100.0% | +3.17% | 5.49 | 4 |
| 13.07 → 18.08 | Long | 100.0% | +2.84% | 4.43 | 4 |
| 13.07 → 20.08 | Long | 100.0% | +2.72% | 4.46 | 4 |
| 13.07 → 13.08 | Long | 75.0% | +5.19% | 4.15 | 4 |
| 11.07 → 13.08 | Long | 75.0% | +4.82% | 2.93 | 4 |
| 13.07 → 28.07 | Long | 75.0% | +4.75% | 3.98 | 4 |
| 13.07 → 29.07 | Long | 75.0% | +4.68% | 3.62 | 4 |
| 13.07 → 27.07 | Long | 75.0% | +4.67% | 4.04 | 4 |