Over 2017 to 2025 (9 years of data), DALUSUSD has tended to move long between 08.07 and 11.07, closing higher in 87.5% of those years for an average +2.78% move and an annualized Sharpe of 7.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 11.07 | Long | 87.5% | +2.78% | 7.24 | 8 |
| 12.07 → 01.08 | Short | 75.0% | +3.29% | 1.97 | 8 |
| 08.07 → 19.07 | Long | 75.0% | +3.22% | 3.56 | 8 |
| 12.07 → 02.08 | Short | 75.0% | +3.12% | 1.47 | 8 |
| 12.07 → 03.08 | Short | 75.0% | +2.98% | 1.38 | 8 |
| 08.07 → 17.07 | Long | 75.0% | +2.89% | 3.73 | 8 |
| 07.07 → 11.07 | Long | 75.0% | +2.88% | 5.83 | 8 |
| 09.07 → 19.07 | Long | 75.0% | +2.85% | 3.28 | 8 |