United States
Over 2018 to 2025 (8 years of data), DHIUSUSD has tended to move short between 07.10 and 29.10, closing higher in 75.0% of those years for an average +4.15% move and an annualized Sharpe of 2.24.
Best window
07.10 - 29.10
Direction
Short
Win rate
75.0%
Avg return
+4.15%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 29.10 | Short | 75.0% | +4.15% | 2.24 | 8 |
| 06.10 → 29.10 | Short | 75.0% | +3.98% | 1.91 | 8 |
| 09.10 → 29.10 | Short | 75.0% |
| +3.97% |
| 2.24 |
| 8 |
| 08.10 → 29.10 | Short | 75.0% | +3.72% | 2.24 | 8 |
| 09.10 → 30.10 | Short | 75.0% | +3.26% | 1.79 | 8 |
| 11.10 → 29.10 | Short | 75.0% | +3.04% | 1.94 | 8 |
| 10.10 → 29.10 | Short | 75.0% | +3.03% | 1.89 | 8 |
| 12.10 → 29.10 | Short | 75.0% | +2.92% | 2.02 | 8 |