Over 2017 to 2025 (9 years of data), DISUSUSD has tended to move long between 10.07 and 14.07, closing higher in 88.9% of those years for an average +1.31% move and an annualized Sharpe of 6.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 14.07 | Long | 88.9% | +1.31% | 6.51 | 9 |
| 10.07 → 15.07 | Long | 88.9% | +1.25% | 5.86 | 9 |
| 08.07 → 30.07 | Long | 77.8% | +2.77% | 2.51 | 9 |
| 07.07 → 30.07 | Long | 77.8% | +2.61% | 2.25 | 9 |
| 08.07 → 31.07 | Long | 77.8% | +2.59% | 2.13 | 9 |
| 08.07 → 22.07 | Long | 77.8% | +2.17% | 3.29 | 9 |
| 10.07 → 26.07 | Long | 77.8% | +1.66% | 1.66 | 9 |
| 09.07 → 26.07 | Long | 77.8% | +1.60% | 1.60 | 9 |