United States
Over 2017 to 2026 (10 years of data), DLTRUSUSD has tended to move long between 15.10 and 22.10, closing higher in 100.0% of those years for an average +3.50% move and an annualized Sharpe of 9.18.
Best window
15.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+3.50%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.10 → 22.10 | Long | 100.0% | +3.50% | 9.18 | 8 |
| 15.10 → 18.10 | Long | 100.0% | +3.18% | 23.26 | 8 |
| 15.10 → 19.10 | Long | 100.0% |
| +2.78% |
| 17.83 |
| 8 |
| 15.10 → 21.10 | Long | 100.0% | +2.74% | 13.56 | 8 |
| 15.10 → 20.10 | Long | 100.0% | +2.44% | 20.15 | 8 |
| 13.10 → 11.12 | Long | 88.9% | +15.35% | 1.92 | 9 |
| 13.10 → 12.12 | Long | 88.9% | +15.35% | 1.92 | 9 |
| 13.10 → 05.12 | Long | 88.9% | +15.25% | 2.26 | 9 |