Over 2022 to 2025 (4 years of data), DPZUSUSD has tended to move short between 11.07 and 05.09, closing higher in 100.0% of those years for an average +6.35% move and an annualized Sharpe of 3.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 05.09 | Short | 100.0% | +6.35% | 3.14 | 4 |
| 11.07 → 08.09 | Short | 100.0% | +6.30% | 3.01 | 4 |
| 13.07 → 05.09 | Short | 100.0% | +6.24% | 2.44 | 4 |
| 11.07 → 03.09 | Short | 100.0% | +6.23% | 2.74 | 4 |
| 11.07 → 06.09 | Short | 100.0% | +6.22% | 2.79 | 4 |
| 11.07 → 04.09 | Short | 100.0% | +6.06% | 2.72 | 4 |
| 11.07 → 09.09 | Short | 100.0% | +6.06% | 4.01 | 4 |
| 11.07 → 30.08 | Short | 100.0% | +5.68% | 3.37 | 4 |