Over 2022 to 2025 (4 years of data), DLRUSUSD has tended to move long between 26.07 and 29.07, closing higher in 100.0% of those years for an average +3.25% move and an annualized Sharpe of 20.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 29.07 | Long | 100.0% | +3.25% | 20.04 | 4 |
| 28.07 → 04.08 | Short | 100.0% | +1.60% | 10.80 | 4 |
| 28.07 → 05.08 | Short | 100.0% | +1.51% | 9.33 | 4 |
| 28.07 → 03.08 | Short | 100.0% | +1.46% | 12.10 | 4 |
| 26.07 → 12.09 | Long | 75.0% | +5.22% | 2.23 | 4 |
| 26.07 → 11.09 | Long | 75.0% | +5.02% | 2.41 | 4 |
| 26.07 → 10.09 | Long | 75.0% | +4.60% | 2.34 | 4 |
| 28.07 → 26.09 | Short | 75.0% | +4.20% | 0.88 | 4 |