Over 2017 to 2025 (9 years of data), DALUSUSD has tended to move long between 17.07 and 15.09, closing higher in 75.0% of those years for an average +4.27% move and an annualized Sharpe of 0.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 15.09 | Long | 75.0% | +4.27% | 0.96 | 8 |
| 12.07 → 04.08 | Short | 75.0% | +3.55% | 1.63 | 8 |
| 16.07 → 04.08 | Short | 75.0% | +3.53% | 2.36 | 8 |
| 12.07 → 03.08 | Short | 75.0% | +3.52% | 1.69 | 8 |
| 13.07 → 04.08 | Short | 75.0% | +3.51% | 1.57 | 8 |
| 16.07 → 03.08 | Short | 75.0% | +3.50% | 2.47 | 8 |
| 13.07 → 03.08 | Short | 75.0% | +3.48% | 1.62 | 8 |
| 17.07 → 14.09 | Long | 75.0% | +3.47% | 0.81 | 8 |