United States
Over 2018 to 2025 (8 years of data), DFSUSUSD has tended to move long between 07.10 and 18.10, closing higher in 85.7% of those years for an average +2.20% move and an annualized Sharpe of 6.30.
Best window
07.10 - 18.10
Direction
Long
Win rate
85.7%
Avg return
+2.20%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 18.10 | Long | 85.7% | +2.20% | 6.30 | 7 |
| 05.10 → 18.10 | Long | 85.7% | +2.10% | 4.25 | 7 |
| 11.10 → 17.10 | Long | 85.7% |
| +1.76% |
| 6.60 |
| 7 |
| 11.10 → 16.10 | Long | 85.7% | +1.37% | 11.47 | 7 |
| 11.10 → 10.12 | Long | 71.4% | +9.84% | 1.63 | 7 |
| 06.10 → 24.11 | Long | 71.4% | +9.55% | 1.94 | 7 |
| 07.10 → 06.12 | Long | 71.4% | +9.49% | 1.47 | 7 |
| 07.10 → 02.12 | Long | 71.4% | +9.44% | 1.63 | 7 |