Over 2017 to 2025 (9 years of data), DGUSUSD has tended to move short between 22.08 and 03.09, closing higher in 88.9% of those years for an average +6.27% move and an annualized Sharpe of 2.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 03.09 | Short | 88.9% | +6.27% | 2.91 | 9 |
| 22.08 → 01.09 | Short | 88.9% | +6.17% | 3.08 | 9 |
| 24.08 → 15.09 | Short | 77.8% | +7.04% | 2.31 | 9 |
| 24.08 → 22.09 | Short | 77.8% | +6.99% | 1.75 | 9 |
| 24.08 → 16.09 | Short | 77.8% | +6.91% | 2.17 | 9 |
| 27.08 → 21.09 | Short | 77.8% | +6.36% | 1.78 | 9 |
| 22.08 → 04.09 | Short | 77.8% | +6.32% | 2.62 | 9 |
| 26.08 → 21.09 | Short | 77.8% | +6.32% | 1.71 | 9 |