Over 2018 to 2025 (8 years of data), DFSUSUSD has tended to move long between 07.07 and 16.07, closing higher in 87.5% of those years for an average +3.11% move and an annualized Sharpe of 6.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Long | 87.5% | +3.11% | 6.34 | 8 |
| 07.07 → 15.07 | Long | 87.5% | +2.51% | 7.55 | 8 |
| 10.07 → 27.07 | Long | 75.0% | +4.04% | 2.28 | 8 |
| 10.07 → 23.07 | Long | 75.0% | +4.01% | 3.07 | 8 |
| 07.07 → 27.07 | Long | 75.0% | +3.99% | 2.25 | 8 |
| 07.07 → 23.07 | Long | 75.0% | +3.96% | 3.04 | 8 |
| 10.07 → 26.07 | Long | 75.0% | +3.95% | 2.36 | 8 |
| 07.07 → 26.07 | Long | 75.0% | +3.92% | 2.23 | 8 |