Over 2022 to 2025 (4 years of data), DELLUSUSD has tended to move long between 12.08 and 11.10, closing higher in 75.0% of those years for an average +11.49% move and an annualized Sharpe of 1.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 11.10 | Long | 75.0% | +11.49% | 1.12 | 4 |
| 12.08 → 08.10 | Long | 75.0% | +10.80% | 1.20 | 4 |
| 12.08 → 10.10 | Long | 75.0% | +9.48% | 1.01 | 4 |
| 12.08 → 09.10 | Long | 75.0% | +9.41% | 1.05 | 4 |
| 13.08 → 11.10 | Long | 75.0% | +9.04% | 0.94 | 4 |
| 12.08 → 04.10 | Long | 75.0% | +8.66% | 1.17 | 4 |
| 13.08 → 12.10 | Long | 75.0% | +8.48% | 0.88 | 4 |
| 13.08 → 08.10 | Long | 75.0% | +8.38% | 1.00 | 4 |