Over 2022 to 2025 (4 years of data), DPZUSUSD has tended to move short between 15.08 and 09.10, closing higher in 100.0% of those years for an average +13.11% move and an annualized Sharpe of 5.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 09.10 | Short | 100.0% | +13.11% | 5.07 | 4 |
| 15.08 → 10.10 | Short | 100.0% | +12.98% | 5.03 | 4 |
| 16.08 → 09.10 | Short | 100.0% | +12.89% | 5.14 | 4 |
| 14.08 → 09.10 | Short | 100.0% | +12.87% | 4.82 | 4 |
| 15.08 → 08.10 | Short | 100.0% | +12.77% | 4.87 | 4 |
| 16.08 → 10.10 | Short | 100.0% | +12.76% | 5.09 | 4 |
| 14.08 → 10.10 | Short | 100.0% | +12.74% | 4.78 | 4 |
| 15.08 → 07.10 | Short | 100.0% | +12.68% | 5.39 | 4 |