Over 2022 to 2025 (4 years of data), DKSUSUSD has tended to move long between 07.07 and 15.08, closing higher in 100.0% of those years for an average +17.29% move and an annualized Sharpe of 4.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.08 | Long | 100.0% | +17.29% | 4.58 | 4 |
| 07.07 → 18.08 | Long | 100.0% | +17.26% | 4.99 | 4 |
| 07.07 → 17.08 | Long | 100.0% | +17.10% | 4.54 | 4 |
| 07.07 → 19.08 | Long | 100.0% | +16.93% | 4.67 | 4 |
| 07.07 → 20.08 | Long | 100.0% | +16.83% | 4.58 | 4 |
| 07.07 → 16.08 | Long | 100.0% | +16.68% | 4.44 | 4 |
| 08.07 → 15.08 | Long | 100.0% | +16.62% | 4.82 | 4 |
| 08.07 → 18.08 | Long | 100.0% | +16.60% | 5.30 | 4 |