Over 2017 to 2025 (9 years of data), DLTRUSUSD has tended to move short between 13.07 and 04.09, closing higher in 100.0% of those years for an average +12.58% move and an annualized Sharpe of 2.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 04.09 | Short | 100.0% | +12.58% | 2.65 | 8 |
| 13.07 → 08.09 | Short | 100.0% | +12.49% | 2.81 | 8 |
| 12.07 → 04.09 | Short | 100.0% | +12.48% | 2.61 | 8 |
| 12.07 → 08.09 | Short | 100.0% | +12.39% | 2.77 | 8 |
| 11.07 → 04.09 | Short | 100.0% | +12.09% | 2.61 | 8 |
| 11.07 → 08.09 | Short | 100.0% | +11.98% | 2.79 | 8 |
| 13.07 → 07.09 | Short | 100.0% | +11.85% | 2.59 | 8 |
| 13.07 → 10.09 | Short | 100.0% | +11.85% | 2.46 | 8 |