Over 2018 to 2025 (8 years of data), DHIUSUSD has tended to move long between 07.07 and 23.08, closing higher in 100.0% of those years for an average +18.39% move and an annualized Sharpe of 3.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.08 | Long | 100.0% | +18.39% | 3.33 | 8 |
| 07.07 → 21.08 | Long | 100.0% | +18.00% | 3.43 | 8 |
| 07.07 → 22.08 | Long | 100.0% | +17.44% | 3.29 | 8 |
| 08.07 → 23.08 | Long | 100.0% | +17.14% | 3.26 | 8 |
| 07.07 → 27.08 | Long | 100.0% | +16.57% | 3.24 | 8 |
| 07.07 → 28.08 | Long | 100.0% | +16.54% | 3.24 | 8 |
| 07.07 → 15.08 | Long | 100.0% | +16.17% | 5.05 | 8 |
| 07.07 → 20.08 | Long | 100.0% | +16.10% | 3.72 | 8 |