Over 2017 to 2025 (9 years of data), DGUSUSD has tended to move short between 09.09 and 12.10, closing higher in 77.8% of those years for an average +2.33% move and an annualized Sharpe of 0.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 12.10 | Short | 77.8% | +2.33% | 0.86 | 9 |
| 08.09 → 12.10 | Short | 77.8% | +2.01% | 0.78 | 9 |
| 14.09 → 21.10 | Long | 77.8% | +2.00% | 1.42 | 9 |
| 14.09 → 28.10 | Long | 77.8% | +2.00% | 1.46 | 9 |
| 11.09 → 05.11 | Long | 77.8% | +1.98% | 1.08 | 9 |
| 10.09 → 05.11 | Long | 77.8% | +1.81% | 1.03 | 9 |
| 12.09 → 05.11 | Long | 77.8% | +1.71% | 1.09 | 9 |
| 11.09 → 04.11 | Long | 77.8% | +1.68% | 0.92 | 9 |