Over 2017 to 2025 (9 years of data), DGUSUSD has tended to move long between 17.07 and 06.08, closing higher in 88.9% of those years for an average +2.02% move and an annualized Sharpe of 2.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 06.08 | Long | 88.9% | +2.02% | 2.21 | 9 |
| 17.07 → 16.08 | Long | 77.8% | +2.83% | 2.52 | 9 |
| 17.07 → 19.08 | Long | 77.8% | +2.76% | 2.44 | 9 |
| 17.07 → 18.08 | Long | 77.8% | +2.63% | 2.42 | 9 |
| 17.07 → 08.08 | Long | 77.8% | +2.42% | 2.55 | 9 |
| 17.07 → 14.08 | Long | 77.8% | +2.33% | 1.71 | 9 |
| 17.07 → 07.08 | Long | 77.8% | +2.26% | 2.27 | 9 |
| 17.07 → 09.08 | Long | 77.8% | +2.23% | 2.00 | 9 |