Over 2018 to 2025 (8 years of data), DHIUSUSD has tended to move short between 26.08 and 22.10, closing higher in 87.5% of those years for an average +7.39% move and an annualized Sharpe of 2.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 22.10 | Short | 87.5% | +7.39% | 2.35 | 8 |
| 25.08 → 22.10 | Short | 87.5% | +7.31% | 2.25 | 8 |
| 23.08 → 22.10 | Short | 87.5% | +7.26% | 2.29 | 8 |
| 26.08 → 24.10 | Short | 87.5% | +7.25% | 2.08 | 8 |
| 25.08 → 24.10 | Short | 87.5% | +7.17% | 2.00 | 8 |
| 23.08 → 20.10 | Short | 87.5% | +6.99% | 2.12 | 8 |
| 24.08 → 22.10 | Short | 87.5% | +6.96% | 2.07 | 8 |
| 25.08 → 19.10 | Short | 87.5% | +6.87% | 2.19 | 8 |