Over 2017 to 2025 (9 years of data), DHRUSUSD has tended to move long between 12.08 and 01.09, closing higher in 87.5% of those years for an average +2.16% move and an annualized Sharpe of 2.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 01.09 | Long | 87.5% | +2.16% | 2.67 | 8 |
| 12.08 → 02.09 | Long | 87.5% | +2.06% | 2.05 | 8 |
| 12.08 → 17.08 | Long | 87.5% | +2.00% | 11.49 | 8 |
| 12.08 → 29.08 | Long | 87.5% | +1.95% | 2.89 | 8 |
| 12.08 → 30.08 | Long | 87.5% | +1.86% | 2.48 | 8 |
| 12.08 → 19.08 | Long | 87.5% | +1.83% | 6.21 | 8 |
| 12.08 → 16.08 | Long | 87.5% | +1.81% | 10.85 | 8 |
| 12.08 → 15.08 | Long | 87.5% | +1.80% | 9.42 | 8 |