Over 2017 to 2025 (9 years of data), DALUSUSD has tended to move long between 22.08 and 17.09, closing higher in 87.5% of those years for an average +5.08% move and an annualized Sharpe of 2.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 17.09 | Long | 87.5% | +5.08% | 2.14 | 8 |
| 22.08 → 18.09 | Long | 87.5% | +4.99% | 2.28 | 8 |
| 22.08 → 15.09 | Long | 87.5% | +4.60% | 2.33 | 8 |
| 22.08 → 12.09 | Long | 87.5% | +4.58% | 3.02 | 8 |
| 22.08 → 11.09 | Long | 87.5% | +4.28% | 3.56 | 8 |
| 22.08 → 09.09 | Long | 87.5% | +4.00% | 3.38 | 8 |
| 22.08 → 10.09 | Long | 87.5% | +3.84% | 3.22 | 8 |
| 22.08 → 14.09 | Long | 87.5% | +3.81% | 2.06 | 8 |