United States
Over 2022 to 2025 (4 years of data), DKSUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +13.23% move and an annualized Sharpe of 3.14.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+13.23%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +13.23% | 3.14 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +13.10% | 3.24 | 4 |
| 11.10 → 03.12 | Long | 100.0% |
| +12.77% |
| 2.90 |
| 4 |
| 11.10 → 04.12 | Long | 100.0% | +12.73% | 2.87 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +12.36% | 2.89 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +12.26% | 2.99 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +12.16% | 3.23 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +11.98% | 3.07 | 4 |