United States
Over 2022 to 2025 (4 years of data), DELLUSUSD has tended to move long between 06.10 and 10.11, closing higher in 100.0% of those years for an average +9.82% move and an annualized Sharpe of 6.04.
Best window
06.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+9.82%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.11 | Long | 100.0% | +9.82% | 6.04 | 4 |
| 07.10 → 06.11 | Long | 100.0% | +9.64% | 6.87 | 4 |
| 06.10 → 12.11 | Long | 100.0% |
| +9.56% |
| 5.34 |
| 4 |
| 08.10 → 05.11 | Long | 100.0% | +9.25% | 6.23 | 4 |
| 07.10 → 05.11 | Long | 100.0% | +9.15% | 11.17 | 4 |
| 06.10 → 06.11 | Long | 100.0% | +9.11% | 8.01 | 4 |
| 07.10 → 07.11 | Long | 100.0% | +8.93% | 5.67 | 4 |
| 06.10 → 05.11 | Long | 100.0% | +8.64% | 16.64 | 4 |