United States
Over 2017 to 2025 (9 years of data), DGUSUSD has tended to move long between 08.10 and 25.11, closing higher in 88.9% of those years for an average +5.45% move and an annualized Sharpe of 1.92.
Best window
08.10 - 25.11
Direction
Long
Win rate
88.9%
Avg return
+5.45%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 25.11 | Long | 88.9% | +5.45% | 1.92 | 9 |
| 08.10 → 05.11 | Long | 88.9% | +4.74% | 3.00 | 9 |
| 08.10 → 21.10 | Long | 88.9% |
| +4.49% |
| 5.07 |
| 9 |
| 07.10 → 21.10 | Long | 88.9% | +4.44% | 4.98 | 9 |
| 07.10 → 22.10 | Long | 88.9% | +4.37% | 4.83 | 9 |
| 07.10 → 23.10 | Long | 88.9% | +4.32% | 4.52 | 9 |
| 06.10 → 22.10 | Long | 88.9% | +3.96% | 4.44 | 9 |
| 06.10 → 23.10 | Long | 88.9% | +3.91% | 4.09 | 9 |