Over 2017 to 2025 (9 years of data), DHRUSUSD has tended to move long between 13.07 and 31.08, closing higher in 100.0% of those years for an average +8.48% move and an annualized Sharpe of 4.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 31.08 | Long | 100.0% | +8.48% | 4.06 | 8 |
| 12.07 → 31.08 | Long | 100.0% | +8.41% | 4.20 | 8 |
| 13.07 → 18.08 | Long | 100.0% | +8.41% | 4.39 | 8 |
| 13.07 → 15.08 | Long | 100.0% | +8.40% | 4.07 | 8 |
| 13.07 → 16.08 | Long | 100.0% | +8.36% | 4.13 | 8 |
| 12.07 → 18.08 | Long | 100.0% | +8.33% | 4.54 | 8 |
| 12.07 → 15.08 | Long | 100.0% | +8.32% | 4.18 | 8 |
| 13.07 → 19.08 | Long | 100.0% | +8.28% | 4.07 | 8 |