Over 2017 to 2025 (9 years of data), DGUSUSD has tended to move long between 13.07 and 08.08, closing higher in 77.8% of those years for an average +1.86% move and an annualized Sharpe of 1.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 08.08 | Long | 77.8% | +1.86% | 1.22 | 9 |
| 08.07 → 18.08 | Long | 77.8% | +1.85% | 1.30 | 9 |
| 13.07 → 06.08 | Long | 77.8% | +1.56% | 1.30 | 9 |
| 13.07 → 09.08 | Long | 77.8% | +1.51% | 0.96 | 9 |
| 09.07 → 05.08 | Long | 77.8% | +1.36% | 1.27 | 9 |
| 12.07 → 05.08 | Long | 77.8% | +0.95% | 0.81 | 9 |
| 09.07 → 14.07 | Long | 77.8% | +0.60% | 2.55 | 9 |
| 08.07 → 14.07 | Long | 77.8% | +0.37% | 1.33 | 9 |