

America
Over 2017 to 2025 (9 years of data), DOLLARIDXUSD has tended to move long between 05.10 and 31.10, closing higher in 87.5% of those years for an average +0.62% move and an annualized Sharpe of 2.28.
Best window
05.10 - 31.10
Direction
Long
Win rate
87.5%
Avg return
+0.62%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 31.10 | Long | 87.5% | +0.62% | 2.28 | 8 |
| 06.10 → 31.10 | Long | 75.0% | +0.63% | 2.42 | 8 |
| 06.10 → 02.11 | Long | 75.0% |
| 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 |
| 53 | 100.4836 |
| 54 | 100.524 |
| 55 | 100.8868 |
| 56 | 100.6543 |
| 57 | 100.6764 |
| 58 | 100.6947 |
| 59 | 100.8664 |
| 60 | 100.9336 |
| 61 | 101.187 |
| 62 | 101.078 |
| 63 | 101.026 |
| 64 | 100.8208 |
| 65 | 100.6629 |
| 66 | 100.9428 |
| 67 | 100.8199 |
| 68 | 100.4933 |
| 69 | 100.4531 |
| 70 | 100.5404 |
| 71 | 100.6978 |
| 72 | 100.6523 |
| 73 | 100.5317 |
| 74 | 100.8309 |
| 75 | 100.5079 |
| 76 | 100.2102 |
| 77 | 100.3492 |
| 78 | 100.2372 |
| 79 | 100.2792 |
| 80 | 100.3148 |
| 81 | 100.2929 |
| 82 | 100.3503 |
| 83 | 100.5514 |
| 84 | 100.629 |
| 85 | 100.6647 |
| 86 | 100.666 |
| 87 | 100.5973 |
| 88 | 100.5724 |
| 89 | 100.4336 |
| 90 | 100.5078 |
| 91 | 100.4978 |
| 92 | 100.5689 |
| 93 | 100.1154 |
| 94 | 100.2074 |
| 95 | 100.3649 |
| 96 | 100.4049 |
| 97 | 100.4805 |
| 98 | 100.2701 |
| 99 | 100.1883 |
| 100 | 99.8566 |
| 101 | 99.7923 |
| 102 | 99.7609 |
| 103 | 99.6485 |
| 104 | 99.7578 |
| 105 | 99.8461 |
| 106 | 99.7458 |
| 107 | 99.9106 |
| 108 | 99.8598 |
| 109 | 99.9867 |
| 110 | 99.7553 |
| 111 | 99.6746 |
| 112 | 99.9325 |
| 113 | 100.1905 |
| 114 | 99.843 |
| 115 | 100.1555 |
| 116 | 100.1503 |
| 117 | 100.3696 |
| 118 | 100.4546 |
| 119 | 100.4889 |
| 120 | 100.3181 |
| 121 | 100.661 |
| 122 | 100.5468 |
| 123 | 100.3423 |
| 124 | 100.196 |
| 125 | 100.3259 |
| 126 | 100.146 |
| 127 | 100.3273 |
| 128 | 100.4805 |
| 129 | 100.5248 |
| 130 | 100.4651 |
| 131 | 100.6399 |
| 132 | 101.2689 |
| 133 | 101.0919 |
| 134 | 101.1704 |
| 135 | 101.117 |
| 136 | 100.99 |
| 137 | 100.9166 |
| 138 | 101.1069 |
| 139 | 100.7819 |
| 140 | 100.8023 |
| 141 | 100.6683 |
| 142 | 100.7704 |
| 143 | 100.53 |
| 144 | 100.5616 |
| 145 | 100.5859 |
| 146 | 100.5158 |
| 147 | 100.629 |
| 148 | 100.6298 |
| 149 | 100.5312 |
| 150 | 100.5446 |
| 151 | 100.6014 |
| 152 | 100.642 |
| 153 | 100.4318 |
| 154 | 100.6976 |
| 155 | 100.4873 |
| 156 | 100.6018 |
| 157 | 100.804 |
| 158 | 100.7531 |
| 159 | 100.7842 |
| 160 | 100.9532 |
| 161 | 101.1478 |
| 162 | 101.0236 |
| 163 | 100.8769 |
| 164 | 100.8404 |
| 165 | 100.912 |
| 166 | 100.5121 |
| 167 | 100.3439 |
| 168 | 100.8106 |
| 169 | 100.8722 |
| 170 | 100.8625 |
| 171 | 100.8246 |
| 172 | 100.792 |
| 173 | 100.9206 |
| 174 | 101.0586 |
| 175 | 100.9535 |
| 176 | 100.8157 |
| 177 | 100.711 |
| 178 | 100.7032 |
| 179 | 100.8848 |
| 180 | 101.0208 |
| 181 | 100.7648 |
| 182 | 100.8796 |
| 183 | 100.7969 |
| 184 | 100.8433 |
| 185 | 100.7879 |
| 186 | 101.061 |
| 187 | 101.066 |
| 188 | 101.0174 |
| 189 | 100.968 |
| 190 | 100.9979 |
| 191 | 100.9808 |
| 192 | 101.2043 |
| 193 | 100.8824 |
| 194 | 100.6044 |
| 195 | 100.8232 |
| 196 | 100.809 |
| 197 | 100.773 |
| 198 | 100.8335 |
| 199 | 100.6084 |
| 200 | 100.6458 |
| 201 | 100.8548 |
| 202 | 100.6838 |
| 203 | 100.5846 |
| 204 | 100.5425 |
| 205 | 100.695 |
| 206 | 100.6791 |
| 207 | 100.7846 |
| 208 | 100.7886 |
| 209 | 100.9199 |
| 210 | 100.9141 |
| 211 | 101.1696 |
| 212 | 101.2153 |
| 213 | 100.8325 |
| 214 | 101.1538 |
| 215 | 100.9207 |
| 216 | 100.7239 |
| 217 | 100.8797 |
| 218 | 100.6622 |
| 219 | 100.7166 |
| 220 | 100.8567 |
| 221 | 100.8523 |
| 222 | 100.6498 |
| 223 | 100.7321 |
| 224 | 100.7471 |
| 225 | 100.6916 |
| 226 | 100.7374 |
| 227 | 100.8417 |
| 228 | 100.9699 |
| 229 | 100.8772 |
| 230 | 101.1045 |
| 231 | 101.2426 |
| 232 | 101.1453 |
| 233 | 101.1073 |
| 234 | 101.0818 |
| 235 | 101.0459 |
| 236 | 101.0214 |
| 237 | 101.1769 |
| 238 | 101.2072 |
| 239 | 101.2383 |
| 240 | 101.0766 |
| 241 | 101.0652 |
| 242 | 101.0667 |
| 243 | 101.2145 |
| 244 | 101.492 |
| 245 | 101.6185 |
| 246 | 101.5722 |
| 247 | 101.5969 |
| 248 | 101.562 |
| 249 | 101.5999 |
| 250 | 101.5486 |
| 251 | 101.5131 |
| 252 | 101.4522 |
| 253 | 101.5235 |
| 254 | 101.3981 |
| 255 | 101.2367 |
| 256 | 101.4822 |
| 257 | 101.4466 |
| 258 | 101.3424 |
| 259 | 101.1964 |
| 260 | 101.1902 |
| 261 | 101.279 |
| 262 | 101.2856 |
| 263 | 101.3791 |
| 264 | 101.6252 |
| 265 | 101.5803 |
| 266 | 101.8793 |
| 267 | 102.0547 |
| 268 | 102.1408 |
| 269 | 102.4738 |
| 270 | 102.5061 |
| 271 | 102.102 |
| 272 | 101.9356 |
| 273 | 101.9386 |
| 274 | 101.9945 |
| 275 | 102.2898 |
| 276 | 102.2507 |
| 277 | 101.9899 |
| 278 | 102.2029 |
| 279 | 102.4349 |
| 280 | 102.6275 |
| 281 | 102.6753 |
| 282 | 102.7878 |
| 283 | 102.7918 |
| 284 | 102.7909 |
| 285 | 102.9677 |
| 286 | 102.925 |
| 287 | 103.0377 |
| 288 | 103.0071 |
| 289 | 102.8694 |
| 290 | 102.7442 |
| 291 | 102.9166 |
| 292 | 102.9002 |
| 293 | 102.8955 |
| 294 | 102.8074 |
| 295 | 102.8821 |
| 296 | 102.8055 |
| 297 | 103.034 |
| 298 | 102.8008 |
| 299 | 102.6346 |
| 300 | 102.7675 |
| 301 | 102.7714 |
| 302 | 102.8618 |
| 303 | 102.8526 |
| 304 | 103.1553 |
| 305 | 103.0964 |
| 306 | 103.1933 |
| 307 | 103.1685 |
| 308 | 102.8375 |
| 309 | 102.7428 |
| 310 | 102.5977 |
| 311 | 102.838 |
| 312 | 102.58 |
| 313 | 102.9333 |
| 314 | 102.4457 |
| 315 | 102.1319 |
| 316 | 102.2308 |
| 317 | 102.2358 |
| 318 | 102.1465 |
| 319 | 102.2261 |
| 320 | 102.1351 |
| 321 | 102.158 |
| 322 | 102.2177 |
| 323 | 102.2546 |
| 324 | 102.2097 |
| 325 | 102.4768 |
| 326 | 102.4843 |
| 327 | 102.348 |
| 328 | 102.2436 |
| 329 | 102.2036 |
| 330 | 102.0377 |
| 331 | 101.9846 |
| 332 | 101.8568 |
| 333 | 101.9227 |
| 334 | 101.8285 |
| 335 | 101.5058 |
| 336 | 101.4483 |
| 337 | 101.4607 |
| 338 | 101.5707 |
| 339 | 101.795 |
| 340 | 101.7832 |
| 341 | 101.6513 |
| 342 | 101.667 |
| 343 | 101.7151 |
| 344 | 101.6276 |
| 345 | 101.6405 |
| 346 | 101.5838 |
| 347 | 101.2039 |
| 348 | 100.9333 |
| 349 | 101.1509 |
| 350 | 101.1862 |
| 351 | 101.2055 |
| 352 | 101.2465 |
| 353 | 101.3721 |
| 354 | 101.3348 |
| 355 | 101.1543 |
| 356 | 101.0888 |
| 357 | 101.0087 |
| 358 | 101.0725 |
| 359 | 101.1027 |
| 360 | 101.0713 |
| 361 | 100.9155 |
| 362 | 101.0285 |
| 363 | 100.9538 |
| 364 | 100.9028 |
| 365 | 100.9281 |
| 366 | 101.3315 |
| +0.62% |
| 2.51 |
| 8 |
| 05.10 → 02.11 | Long | 75.0% | +0.61% | 2.16 | 8 |
| 06.10 → 01.11 | Long | 75.0% | +0.57% | 2.06 | 8 |
| 05.10 → 01.11 | Long | 75.0% | +0.56% | 1.92 | 8 |
| 05.10 → 30.10 | Long | 75.0% | +0.55% | 2.09 | 8 |
| 06.10 → 29.10 | Long | 75.0% | +0.53% | 2.56 | 8 |