United States
Over 2022 to 2025 (4 years of data), DLRUSUSD has tended to move long between 11.10 and 11.11, closing higher in 100.0% of those years for an average +11.47% move and an annualized Sharpe of 3.96.
Best window
11.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+11.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 11.11 | Long | 100.0% | +11.47% | 3.96 | 4 |
| 11.10 → 10.11 | Long | 100.0% | +10.92% | 4.49 | 4 |
| 11.10 → 27.10 | Long | 100.0% |
| +8.49% |
| 6.78 |
| 4 |
| 11.10 → 08.11 | Long | 100.0% | +7.91% | 5.17 | 4 |
| 08.10 → 27.10 | Long | 100.0% | +7.87% | 6.26 | 4 |
| 07.10 → 27.10 | Long | 100.0% | +7.78% | 5.24 | 4 |
| 09.10 → 27.10 | Long | 100.0% | +7.75% | 7.07 | 4 |
| 08.10 → 26.10 | Long | 100.0% | +7.70% | 6.10 | 4 |