Over 2017 to 2025 (9 years of data), DIAUSUSD has tended to move long between 22.07 and 12.09, closing higher in 88.9% of those years for an average +1.89% move and an annualized Sharpe of 2.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 12.09 | Long | 88.9% | +1.89% | 2.57 | 9 |
| 22.07 → 29.07 | Long | 88.9% | +0.74% | 6.69 | 9 |
| 22.07 → 30.07 | Long | 88.9% | +0.59% | 4.06 | 9 |
| 22.07 → 27.07 | Long | 88.9% | +0.50% | 6.25 | 9 |
| 22.07 → 28.07 | Long | 88.9% | +0.49% | 4.92 | 9 |
| 26.07 → 12.09 | Long | 77.8% | +1.71% | 2.33 | 9 |
| 22.07 → 11.09 | Long | 77.8% | +1.68% | 2.44 | 9 |
| 25.07 → 29.08 | Long | 77.8% | +1.67% | 1.83 | 9 |