Over 2017 to 2025 (9 years of data), DLTRUSUSD has tended to move short between 15.07 and 04.09, closing higher in 100.0% of those years for an average +13.78% move and an annualized Sharpe of 3.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.07 → 04.09 | Short | 100.0% | +13.78% | 3.17 | 8 |
| 16.07 → 04.09 | Short | 100.0% | +13.23% | 3.29 | 8 |
| 17.07 → 04.09 | Short | 100.0% | +13.17% | 3.26 | 8 |
| 13.07 → 04.09 | Short | 100.0% | +13.00% | 2.88 | 8 |
| 12.07 → 04.09 | Short | 100.0% | +12.93% | 2.80 | 8 |
| 15.07 → 06.09 | Short | 100.0% | +12.67% | 2.92 | 8 |
| 15.07 → 05.09 | Short | 100.0% | +12.64% | 3.05 | 8 |
| 15.07 → 10.09 | Short | 100.0% | +12.62% | 2.78 | 8 |