Over 2017 to 2025 (9 years of data), DIAUSUSD has tended to move long between 08.07 and 06.09, closing higher in 100.0% of those years for an average +2.98% move and an annualized Sharpe of 3.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Long | 100.0% | +2.98% | 3.07 | 9 |
| 07.07 → 28.07 | Long | 100.0% | +2.72% | 7.43 | 9 |
| 07.07 → 27.07 | Long | 100.0% | +2.67% | 8.92 | 9 |
| 08.07 → 28.07 | Long | 100.0% | +2.66% | 8.04 | 9 |
| 08.07 → 27.07 | Long | 100.0% | +2.62% | 9.26 | 9 |
| 07.07 → 29.07 | Long | 100.0% | +2.61% | 7.04 | 9 |
| 08.07 → 29.07 | Long | 100.0% | +2.55% | 7.26 | 9 |
| 07.07 → 26.07 | Long | 100.0% | +2.50% | 9.69 | 9 |