Over 2018 to 2025 (8 years of data), DHIUSUSD has tended to move long between 11.07 and 16.08, closing higher in 100.0% of those years for an average +13.07% move and an annualized Sharpe of 5.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.08 | Long | 100.0% | +13.07% | 5.54 | 8 |
| 11.07 → 15.08 | Long | 100.0% | +12.98% | 5.99 | 8 |
| 12.07 → 16.08 | Long | 100.0% | +12.37% | 5.51 | 8 |
| 11.07 → 13.08 | Long | 100.0% | +12.29% | 6.09 | 8 |
| 12.07 → 15.08 | Long | 100.0% | +12.28% | 5.86 | 8 |
| 11.07 → 14.08 | Long | 100.0% | +12.10% | 6.19 | 8 |
| 12.07 → 13.08 | Long | 100.0% | +11.59% | 5.95 | 8 |
| 13.07 → 15.08 | Long | 100.0% | +11.42% | 5.06 | 8 |