← All seasonality|America2017–2025

US Dollar Index (DOLLARIDXUSD) Seasonality

Over 2017 to 2025 (9 years of data), DOLLARIDXUSD has tended to move short between 11.07 and 21.07, closing higher in 75.0% of those years for an average +0.49% move and an annualized Sharpe of 4.12.

Average seasonal curve

DOLLARIDXUSD average seasonal curve, 2017 to 2025
Index	Value
1	100
2	100.3602
3	100.6954
4	100.6194
5	100.7417
6	100.4472
7	100.4607
8	100.5116
9	100.4922
10	100.6208
11	100.5396
12	100.1691
13	100.1818
14	100.1425
15	100.2322
16	100.4105
17	100.5188
18	100.6362
19	100.4516
20	100.1051
21	100.1075
22	100.0814
23	99.9449
24	99.7824
25	99.7985
26	99.8577
27	99.7556
28	99.9758
29	99.9529
30	100.2546
31	100.2064
32	99.8507
33	100.1773
34	100.2375
35	100.2387
36	100.332
37	100.3761
38	100.3539
39	100.4376
40	100.1959
41	100.3359
42	100.3349
43	100.3756
44	100.2887
45	100.25
46	100.2253
47	100.2723
48	100.239
49	100.4812
50	100.5313
51	100.3287
52	100.4033

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
11.07 → 21.07	Short	75.0%	+0.49%	4.12	8
11.07 → 24.07	Short	75.0%	+0.47%	2.43	8
11.07 → 22.07	Short	75.0%	+0.44%	2.92	8
08.07 → 21.07	Short	75.0%	+0.37%	2.63	8
09.07 → 07.09	Long	75.0%	+0.37%	0.39	8
11.07 → 23.07	Short	75.0%	+0.37%	2.28	8
12.07 → 09.09	Long	75.0%

Explore further

Open in the seasonality screener →Browse all instruments How to read seasonality