Over 2022 to 2025 (4 years of data), DOCUUSUSD has tended to move long between 12.07 and 27.07, closing higher in 100.0% of those years for an average +5.33% move and an annualized Sharpe of 8.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 27.07 | Long | 100.0% | +5.33% | 8.85 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +4.95% | 9.11 | 4 |
| 12.07 → 18.07 | Long | 100.0% | +4.80% | 15.03 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +4.58% | 7.45 | 4 |
| 12.07 → 17.07 | Long | 100.0% | +4.56% | 17.60 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +4.38% | 23.08 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +4.27% | 10.91 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +4.24% | 26.28 | 4 |