Over 2022 to 2025 (4 years of data), DBXUSUSD has tended to move long between 12.07 and 10.09, closing higher in 100.0% of those years for an average +7.34% move and an annualized Sharpe of 3.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 100.0% | +7.34% | 3.24 | 4 |
| 12.07 → 08.09 | Long | 100.0% | +7.26% | 2.90 | 4 |
| 12.07 → 09.09 | Long | 100.0% | +6.82% | 3.10 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +6.59% | 2.83 | 4 |
| 13.07 → 08.09 | Long | 100.0% | +6.52% | 2.52 | 4 |
| 11.07 → 08.09 | Long | 100.0% | +6.19% | 2.30 | 4 |
| 12.07 → 13.08 | Long | 100.0% | +6.14% | 3.24 | 4 |
| 13.07 → 09.09 | Long | 100.0% | +6.08% | 2.67 | 4 |