Over 2022 to 2025 (4 years of data), DBXUSUSD has tended to move long between 20.08 and 11.09, closing higher in 100.0% of those years for an average +4.26% move and an annualized Sharpe of 5.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 11.09 | Long | 100.0% | +4.26% | 5.25 | 4 |
| 20.08 → 12.09 | Long | 100.0% | +4.05% | 4.89 | 4 |
| 21.08 → 11.09 | Long | 100.0% | +3.97% | 5.22 | 4 |
| 21.08 → 12.09 | Long | 100.0% | +3.76% | 4.91 | 4 |
| 18.08 → 14.09 | Long | 75.0% | +5.07% | 2.24 | 4 |
| 18.08 → 11.09 | Long | 75.0% | +4.93% | 3.70 | 4 |
| 18.08 → 13.09 | Long | 75.0% | +4.87% | 2.27 | 4 |
| 19.08 → 14.09 | Long | 75.0% | +4.82% | 2.27 | 4 |