United States
Over 2017 to 2025 (9 years of data), DALUSUSD has tended to move long between 10.10 and 06.12, closing higher in 88.9% of those years for an average +13.34% move and an annualized Sharpe of 2.78.
Best window
10.10 - 06.12
Direction
Long
Win rate
88.9%
Avg return
+13.34%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 06.12 | Long | 88.9% | +13.34% | 2.78 | 9 |
| 08.10 → 06.12 | Long | 88.9% | +13.19% | 2.57 | 9 |
| 12.10 → 10.12 | Long | 88.9% |
| +13.15% |
| 2.79 |
| 9 |
| 11.10 → 10.12 | Long | 88.9% | +13.11% | 2.75 | 9 |
| 12.10 → 06.12 | Long | 88.9% | +12.95% | 2.71 | 9 |
| 11.10 → 06.12 | Long | 88.9% | +12.89% | 2.71 | 9 |
| 10.10 → 04.12 | Long | 88.9% | +12.88% | 2.74 | 9 |
| 10.10 → 05.12 | Long | 88.9% | +12.85% | 2.58 | 9 |