Over 2022 to 2025 (4 years of data), DLRUSUSD has tended to move long between 08.07 and 23.07, closing higher in 100.0% of those years for an average +4.32% move and an annualized Sharpe of 7.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 23.07 | Long | 100.0% | +4.32% | 7.72 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +4.24% | 7.21 | 4 |
| 10.07 → 23.07 | Long | 100.0% | +4.18% | 7.53 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +3.59% | 10.09 | 4 |
| 08.07 → 21.07 | Long | 100.0% | +3.56% | 10.25 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +3.51% | 9.39 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +3.48% | 9.54 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +3.46% | 9.79 | 4 |