United States
Over 2017 to 2025 (9 years of data), DISUSUSD has tended to move long between 11.10 and 08.11, closing higher in 88.9% of those years for an average +4.41% move and an annualized Sharpe of 3.79.
Best window
11.10 - 08.11
Direction
Long
Win rate
88.9%
Avg return
+4.41%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 08.11 | Long | 88.9% | +4.41% | 3.79 | 9 |
| 11.10 → 07.11 | Long | 88.9% | +4.05% | 3.50 | 9 |
| 11.10 → 11.11 | Long | 88.9% |
| +3.98% |
| 2.73 |
| 9 |
| 05.10 → 08.11 | Long | 88.9% | +3.92% | 2.61 | 9 |
| 09.10 → 08.11 | Long | 88.9% | +3.80% | 2.66 | 9 |
| 05.10 → 07.11 | Long | 88.9% | +3.56% | 2.42 | 9 |
| 06.10 → 07.11 | Long | 88.9% | +3.50% | 2.53 | 9 |
| 09.10 → 07.11 | Long | 88.9% | +3.44% | 2.50 | 9 |