United States
Over 2022 to 2025 (4 years of data), DKSUSUSD has tended to move short between 15.09 and 10.10, closing higher in 100.0% of those years for an average +5.37% move and an annualized Sharpe of 12.42.
Best window
15.09 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+5.37%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 10.10 | Short | 100.0% | +5.37% | 12.42 | 4 |
| 16.09 → 10.10 | Short | 100.0% | +5.28% | 10.99 | 4 |
| 15.09 → 09.11 | Short | 100.0% |
| +5.19% |
| 3.14 |
| 4 |
| 15.09 → 13.11 | Short | 100.0% | +5.02% | 3.57 | 4 |
| 16.09 → 13.11 | Short | 100.0% | +4.95% | 3.91 | 4 |
| 16.09 → 12.11 | Short | 100.0% | +4.56% | 3.46 | 4 |
| 16.09 → 30.09 | Short | 100.0% | +4.52% | 10.63 | 4 |
| 16.09 → 09.10 | Short | 100.0% | +4.46% | 6.58 | 4 |