United States
Over 2022 to 2025 (4 years of data), DOCUUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +21.43% move and an annualized Sharpe of 3.78.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+21.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +21.43% | 3.78 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +21.21% | 2.88 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +7.83% |
| 3.59 |
| 4 |
| 11.10 → 02.12 | Long | 100.0% | +6.88% | 2.90 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +6.28% | 1.77 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +5.47% | 2.32 | 4 |
| 11.10 → 28.11 | Long | 100.0% | +5.06% | 2.06 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +4.58% | 1.81 | 4 |