United States
Over 2017 to 2025 (9 years of data), DLTRUSUSD has tended to move long between 08.10 and 25.11, closing higher in 100.0% of those years for an average +14.69% move and an annualized Sharpe of 2.67.
Best window
08.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+14.69%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 25.11 | Long | 100.0% | +14.69% | 2.67 | 9 |
| 08.10 → 24.11 | Long | 100.0% | +13.89% | 2.61 | 9 |
| 10.10 → 25.11 | Long | 100.0% |
| +13.06% |
| 2.48 |
| 9 |
| 10.10 → 24.11 | Long | 100.0% | +12.30% | 2.38 | 9 |
| 08.10 → 23.11 | Long | 100.0% | +11.96% | 2.41 | 9 |
| 10.10 → 23.11 | Long | 100.0% | +10.43% | 2.12 | 9 |
| 08.10 → 05.12 | Long | 88.9% | +16.55% | 2.26 | 9 |
| 08.10 → 04.12 | Long | 88.9% | +15.92% | 2.31 | 9 |