

Over 2017 to 2025 (9 years of data), DOLLARIDXUSD has tended to move long between 26.08 and 09.10, closing higher in 100.0% of those years for an average +1.53% move and an annualized Sharpe of 3.58.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.3036 |
| 3 | 100.6429 |
| 4 | 100.5384 |
| 5 | 100.4925 |
| 6 | 100.2318 |
| 7 | 100.3581 |
| 8 | 100.5191 |
| 9 | 100.3187 |
| 10 | 100.5305 |
| 11 | 100.4969 |
| 12 | 100.1452 |
| 13 | 100.1605 |
| 14 | 100.0751 |
| 15 | 99.9898 |
| 16 | 100.2826 |
| 17 | 100.2752 |
| 18 | 100.5086 |
| 19 | 100.3649 |
| 20 | 100.2145 |
| 21 | 100.1438 |
| 22 | 100.1892 |
| 23 | 99.9924 |
| 24 | 100.0239 |
| 25 | 99.8827 |
| 26 | 99.9359 |
| 27 | 100.1108 |
| 28 | 100.2219 |
| 29 | 100.288 |
| 30 | 100.1141 |
| 31 | 100.048 |
| 32 | 99.9513 |
| 33 | 100.0916 |
| 34 | 100.2282 |
| 35 | 100.4032 |
| 36 | 100.4712 |
| 37 | 100.5225 |
| 38 | 100.7489 |
| 39 | 100.6606 |
| 40 | 100.6606 |
| 41 | 100.7666 |
| 42 | 100.8312 |
| 43 | 100.7004 |
| 44 | 100.6519 |
| 45 | 100.5428 |
| 46 | 100.4068 |
| 47 | 100.5502 |
| 48 | 100.5842 |
| 49 | 100.7207 |
| 50 | 100.5222 |
| 51 | 100.5597 |
| 52 | 100.7373 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 09.10 | Long | 100.0% | +1.53% | 3.58 | 8 |
| 26.08 → 12.10 | Long | 100.0% | +1.51% | 3.07 | 8 |
| 25.08 → 08.10 | Long | 100.0% | +1.48% | 3.83 | 8 |
| 26.08 → 08.10 | Long | 100.0% | +1.45% | 3.56 | 8 |
| 25.08 → 07.10 | Long | 100.0% | +1.40% | 4.06 | 8 |
| 27.08 → 09.10 | Long | 100.0% | +1.39% | 4.04 | 8 |
| 27.08 → 12.10 | Long | 100.0% |
| 53 |
|---|
| 100.6979 |
| 54 | 100.6282 |
|---|
| 55 | 100.8162 |
|---|
| 56 | 100.8058 |
|---|
| 57 | 100.7511 |
|---|
| 58 | 100.891 |
|---|
| 59 | 100.8316 |
|---|
| 60 | 100.9416 |
|---|
| 61 | 100.9101 |
|---|
| 62 | 100.7417 |
|---|
| 63 | 100.8844 |
|---|
| 64 | 100.7089 |
|---|
| 65 | 100.4472 |
|---|
| 66 | 100.842 |
|---|
| 67 | 100.8549 |
|---|
| 68 | 100.4507 |
|---|
| 69 | 100.2404 |
|---|
| 70 | 100.4992 |
|---|
| 71 | 100.5398 |
|---|
| 72 | 100.2648 |
|---|
| 73 | 100.5136 |
|---|
| 74 | 100.6305 |
|---|
| 75 | 100.5289 |
|---|
| 76 | 100.2816 |
|---|
| 77 | 100.6508 |
|---|
| 78 | 100.8208 |
|---|
| 79 | 100.9945 |
|---|
| 80 | 101.1037 |
|---|
| 81 | 100.9907 |
|---|
| 82 | 101.095 |
|---|
| 83 | 101.1963 |
|---|
| 84 | 101.2123 |
|---|
| 85 | 101.0634 |
|---|
| 86 | 100.7353 |
|---|
| 87 | 100.8446 |
|---|
| 88 | 100.862 |
|---|
| 89 | 100.7797 |
|---|
| 90 | 100.9868 |
|---|
| 91 | 100.9499 |
|---|
| 92 | 100.8881 |
|---|
| 93 | 100.8195 |
|---|
| 94 | 100.9655 |
|---|
| 95 | 100.9269 |
|---|
| 96 | 101.0111 |
|---|
| 97 | 101.1374 |
|---|
| 98 | 100.8929 |
|---|
| 99 | 100.8611 |
|---|
| 100 | 100.5452 |
|---|
| 101 | 100.5308 |
|---|
| 102 | 100.5025 |
|---|
| 103 | 100.4364 |
|---|
| 104 | 100.5161 |
|---|
| 105 | 100.5018 |
|---|
| 106 | 100.3022 |
|---|
| 107 | 100.474 |
|---|
| 108 | 100.6915 |
|---|
| 109 | 100.7487 |
|---|
| 110 | 100.7058 |
|---|
| 111 | 100.6255 |
|---|
| 112 | 100.8153 |
|---|
| 113 | 101.0034 |
|---|
| 114 | 100.9022 |
|---|
| 115 | 101.1435 |
|---|
| 116 | 101.1725 |
|---|
| 117 | 101.3105 |
|---|
| 118 | 101.2671 |
|---|
| 119 | 101.2352 |
|---|
| 120 | 101.2649 |
|---|
| 121 | 101.5156 |
|---|
| 122 | 101.5088 |
|---|
| 123 | 101.2473 |
|---|
| 124 | 101.1773 |
|---|
| 125 | 101.3219 |
|---|
| 126 | 101.2674 |
|---|
| 127 | 101.321 |
|---|
| 128 | 101.478 |
|---|
| 129 | 101.4868 |
|---|
| 130 | 101.3849 |
|---|
| 131 | 101.4483 |
|---|
| 132 | 101.9379 |
|---|
| 133 | 101.7715 |
|---|
| 134 | 101.7885 |
|---|
| 135 | 101.7955 |
|---|
| 136 | 101.7743 |
|---|
| 137 | 101.7566 |
|---|
| 138 | 101.8731 |
|---|
| 139 | 101.5819 |
|---|
| 140 | 101.4867 |
|---|
| 141 | 101.433 |
|---|
| 142 | 101.5397 |
|---|
| 143 | 101.4577 |
|---|
| 144 | 101.3896 |
|---|
| 145 | 101.4731 |
|---|
| 146 | 101.473 |
|---|
| 147 | 101.435 |
|---|
| 148 | 101.5292 |
|---|
| 149 | 101.4931 |
|---|
| 150 | 101.3842 |
|---|
| 151 | 101.32 |
|---|
| 152 | 101.3645 |
|---|
| 153 | 101.1587 |
|---|
| 154 | 101.2843 |
|---|
| 155 | 101.0268 |
|---|
| 156 | 100.96 |
|---|
| 157 | 101.0398 |
|---|
| 158 | 100.906 |
|---|
| 159 | 100.9742 |
|---|
| 160 | 101.0352 |
|---|
| 161 | 101.1218 |
|---|
| 162 | 101.1103 |
|---|
| 163 | 101.1354 |
|---|
| 164 | 101.1525 |
|---|
| 165 | 101.4498 |
|---|
| 166 | 101.2001 |
|---|
| 167 | 101.137 |
|---|
| 168 | 101.4453 |
|---|
| 169 | 101.4499 |
|---|
| 170 | 101.4815 |
|---|
| 171 | 101.4188 |
|---|
| 172 | 101.2461 |
|---|
| 173 | 101.2314 |
|---|
| 174 | 101.2022 |
|---|
| 175 | 101.0489 |
|---|
| 176 | 101.0279 |
|---|
| 177 | 101.0638 |
|---|
| 178 | 101.1687 |
|---|
| 179 | 101.2889 |
|---|
| 180 | 101.327 |
|---|
| 181 | 101.1961 |
|---|
| 182 | 101.3399 |
|---|
| 183 | 101.3173 |
|---|
| 184 | 101.329 |
|---|
| 185 | 101.276 |
|---|
| 186 | 101.494 |
|---|
| 187 | 101.493 |
|---|
| 188 | 101.4311 |
|---|
| 189 | 101.3944 |
|---|
| 190 | 101.3367 |
|---|
| 191 | 101.3194 |
|---|
| 192 | 101.5238 |
|---|
| 193 | 101.3212 |
|---|
| 194 | 101.2078 |
|---|
| 195 | 101.2742 |
|---|
| 196 | 101.276 |
|---|
| 197 | 101.2766 |
|---|
| 198 | 101.3854 |
|---|
| 199 | 101.156 |
|---|
| 200 | 101.2708 |
|---|
| 201 | 101.3272 |
|---|
| 202 | 101.1699 |
|---|
| 203 | 101.0287 |
|---|
| 204 | 101.0839 |
|---|
| 205 | 101.1525 |
|---|
| 206 | 101.0456 |
|---|
| 207 | 101.1783 |
|---|
| 208 | 101.1456 |
|---|
| 209 | 101.1096 |
|---|
| 210 | 101.076 |
|---|
| 211 | 101.1534 |
|---|
| 212 | 101.2334 |
|---|
| 213 | 101.0483 |
|---|
| 214 | 101.2881 |
|---|
| 215 | 101.1426 |
|---|
| 216 | 101.0585 |
|---|
| 217 | 101.0504 |
|---|
| 218 | 100.9656 |
|---|
| 219 | 100.9713 |
|---|
| 220 | 101.1308 |
|---|
| 221 | 101.2193 |
|---|
| 222 | 101.1999 |
|---|
| 223 | 101.2592 |
|---|
| 224 | 101.2753 |
|---|
| 225 | 101.191 |
|---|
| 226 | 101.2771 |
|---|
| 227 | 101.3358 |
|---|
| 228 | 101.4279 |
|---|
| 229 | 101.3774 |
|---|
| 230 | 101.491 |
|---|
| 231 | 101.587 |
|---|
| 232 | 101.5362 |
|---|
| 233 | 101.4235 |
|---|
| 234 | 101.4357 |
|---|
| 235 | 101.354 |
|---|
| 236 | 101.2586 |
|---|
| 237 | 101.3596 |
|---|
| 238 | 101.4248 |
|---|
| 239 | 101.3231 |
|---|
| 240 | 101.262 |
|---|
| 241 | 101.1601 |
|---|
| 242 | 101.2321 |
|---|
| 243 | 101.3703 |
|---|
| 244 | 101.5098 |
|---|
| 245 | 101.5944 |
|---|
| 246 | 101.6017 |
|---|
| 247 | 101.6041 |
|---|
| 248 | 101.5447 |
|---|
| 249 | 101.5746 |
|---|
| 250 | 101.637 |
|---|
| 251 | 101.6715 |
|---|
| 252 | 101.648 |
|---|
| 253 | 101.6557 |
|---|
| 254 | 101.5578 |
|---|
| 255 | 101.3809 |
|---|
| 256 | 101.4167 |
|---|
| 257 | 101.4549 |
|---|
| 258 | 101.342 |
|---|
| 259 | 101.3577 |
|---|
| 260 | 101.2961 |
|---|
| 261 | 101.3801 |
|---|
| 262 | 101.3621 |
|---|
| 263 | 101.3587 |
|---|
| 264 | 101.5502 |
|---|
| 265 | 101.6342 |
|---|
| 266 | 101.8468 |
|---|
| 267 | 102.0063 |
|---|
| 268 | 102.1287 |
|---|
| 269 | 102.4202 |
|---|
| 270 | 102.5439 |
|---|
| 271 | 102.359 |
|---|
| 272 | 102.3018 |
|---|
| 273 | 102.2694 |
|---|
| 274 | 102.2571 |
|---|
| 275 | 102.4468 |
|---|
| 276 | 102.4971 |
|---|
| 277 | 102.2492 |
|---|
| 278 | 102.3916 |
|---|
| 279 | 102.5139 |
|---|
| 280 | 102.7091 |
|---|
| 281 | 102.7381 |
|---|
| 282 | 102.7866 |
|---|
| 283 | 102.6352 |
|---|
| 284 | 102.5526 |
|---|
| 285 | 102.7148 |
|---|
| 286 | 102.6277 |
|---|
| 287 | 102.7825 |
|---|
| 288 | 102.6939 |
|---|
| 289 | 102.6278 |
|---|
| 290 | 102.5625 |
|---|
| 291 | 102.6715 |
|---|
| 292 | 102.5996 |
|---|
| 293 | 102.5344 |
|---|
| 294 | 102.4592 |
|---|
| 295 | 102.4922 |
|---|
| 296 | 102.4834 |
|---|
| 297 | 102.687 |
|---|
| 298 | 102.6039 |
|---|
| 299 | 102.4902 |
|---|
| 300 | 102.6072 |
|---|
| 301 | 102.5225 |
|---|
| 302 | 102.7909 |
|---|
| 303 | 102.866 |
|---|
| 304 | 103.0645 |
|---|
| 305 | 102.866 |
|---|
| 306 | 102.9797 |
|---|
| 307 | 102.9361 |
|---|
| 308 | 102.7529 |
|---|
| 309 | 102.7247 |
|---|
| 310 | 102.5026 |
|---|
| 311 | 102.6266 |
|---|
| 312 | 102.5457 |
|---|
| 313 | 102.7841 |
|---|
| 314 | 102.668 |
|---|
| 315 | 102.4737 |
|---|
| 316 | 102.683 |
|---|
| 317 | 102.6325 |
|---|
| 318 | 102.4862 |
|---|
| 319 | 102.5817 |
|---|
| 320 | 102.5012 |
|---|
| 321 | 102.4775 |
|---|
| 322 | 102.4317 |
|---|
| 323 | 102.5037 |
|---|
| 324 | 102.5545 |
|---|
| 325 | 102.736 |
|---|
| 326 | 102.7991 |
|---|
| 327 | 102.7728 |
|---|
| 328 | 102.7782 |
|---|
| 329 | 102.6893 |
|---|
| 330 | 102.4893 |
|---|
| 331 | 102.5188 |
|---|
| 332 | 102.3391 |
|---|
| 333 | 102.3742 |
|---|
| 334 | 102.3349 |
|---|
| 335 | 102.1731 |
|---|
| 336 | 101.9763 |
|---|
| 337 | 101.9244 |
|---|
| 338 | 101.9331 |
|---|
| 339 | 102.0738 |
|---|
| 340 | 102.0885 |
|---|
| 341 | 101.9846 |
|---|
| 342 | 101.9631 |
|---|
| 343 | 102.0405 |
|---|
| 344 | 102.0262 |
|---|
| 345 | 101.9289 |
|---|
| 346 | 101.8211 |
|---|
| 347 | 101.6222 |
|---|
| 348 | 101.5256 |
|---|
| 349 | 101.5918 |
|---|
| 350 | 101.511 |
|---|
| 351 | 101.5576 |
|---|
| 352 | 101.5253 |
|---|
| 353 | 101.6214 |
|---|
| 354 | 101.5493 |
|---|
| 355 | 101.5085 |
|---|
| 356 | 101.4428 |
|---|
| 357 | 101.4585 |
|---|
| 358 | 101.3915 |
|---|
| 359 | 101.4091 |
|---|
| 360 | 101.4467 |
|---|
| 361 | 101.2228 |
|---|
| 362 | 101.2887 |
|---|
| 363 | 101.2008 |
|---|
| 364 | 101.1161 |
|---|
| 365 | 100.9713 |
|---|
| 366 | 101.384 |
|---|
| +1.37% |
| 3.28 |
| 8 |
| 26.08 → 10.10 | Long | 100.0% | +1.35% | 2.96 | 8 |