United States
Over 2022 to 2025 (4 years of data), DBXUSUSD has tended to move long between 12.10 and 30.11, closing higher in 100.0% of those years for an average +10.33% move and an annualized Sharpe of 5.19.
Best window
12.10 - 30.11
Direction
Long
Win rate
100.0%
Avg return
+10.33%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 30.11 | Long | 100.0% | +10.33% | 5.19 | 3 |
| 12.10 → 01.12 | Long | 100.0% | +8.55% | 3.67 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +8.53% |
| 4.04 |
| 4 |
| 12.10 → 02.12 | Long | 100.0% | +7.94% | 3.68 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +7.93% | 4.07 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +7.82% | 3.90 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +7.73% | 3.55 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +7.45% | 4.73 | 4 |