Over 2022 to 2025 (4 years of data), DELLUSUSD has tended to move long between 07.07 and 10.07, closing higher in 100.0% of those years for an average +2.68% move and an annualized Sharpe of 16.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 10.07 | Long | 100.0% | +2.68% | 16.22 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +1.84% | 13.83 | 4 |
| 07.07 → 14.07 | Long | 100.0% | +1.82% | 10.40 | 4 |
| 07.07 → 11.07 | Long | 100.0% | +1.39% | 59.10 | 4 |
| 07.07 → 13.07 | Long | 100.0% | +1.36% | 8.92 | 4 |
| 08.07 → 11.07 | Long | 100.0% | +0.96% | 19.65 | 4 |
| 10.07 → 29.08 | Short | 75.0% | +8.33% | 2.33 | 4 |
| 11.07 → 29.08 | Short | 75.0% | +8.24% | 2.40 | 4 |