Over 2022 to 2025 (4 years of data), DBXUSUSD has tended to move long between 27.08 and 11.09, closing higher in 100.0% of those years for an average +4.77% move and an annualized Sharpe of 6.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 11.09 | Long | 100.0% | +4.77% | 6.65 | 4 |
| 27.08 → 14.09 | Long | 100.0% | +4.75% | 4.42 | 4 |
| 27.08 → 12.09 | Long | 100.0% | +4.57% | 5.85 | 4 |
| 27.08 → 13.09 | Long | 100.0% | +4.57% | 4.36 | 4 |
| 28.08 → 14.09 | Long | 100.0% | +3.90% | 4.59 | 4 |
| 28.08 → 12.09 | Long | 100.0% | +3.74% | 5.56 | 4 |
| 28.08 → 13.09 | Long | 100.0% | +3.73% | 4.45 | 4 |
| 27.08 → 06.10 | Long | 100.0% | +3.02% | 5.05 | 4 |