United States
Over 2017 to 2025 (9 years of data), DHRUSUSD has tended to move short between 06.10 and 05.11, closing higher in 88.9% of those years for an average +3.19% move and an annualized Sharpe of 1.93.
Best window
06.10 - 05.11
Direction
Short
Win rate
88.9%
Avg return
+3.19%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 05.11 | Short | 88.9% | +3.19% | 1.93 | 9 |
| 09.10 → 30.11 | Long | 88.9% | +3.04% | 1.48 | 9 |
| 07.10 → 10.11 | Short | 88.9% |
| +2.96% |
| 2.49 |
| 9 |
| 09.10 → 01.12 | Long | 88.9% | +2.91% | 1.43 | 9 |
| 09.10 → 02.12 | Long | 88.9% | +2.71% | 1.28 | 9 |
| 07.10 → 06.11 | Short | 88.9% | +2.57% | 1.45 | 9 |
| 09.10 → 03.12 | Long | 88.9% | +2.40% | 1.07 | 9 |
| 08.10 → 30.11 | Long | 88.9% | +2.36% | 1.31 | 9 |