United States
Over 2022 to 2025 (4 years of data), DPZUSUSD has tended to move long between 08.10 and 04.12, closing higher in 100.0% of those years for an average +14.60% move and an annualized Sharpe of 5.36.
Best window
08.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+14.60%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 04.12 | Long | 100.0% | +14.60% | 5.36 | 4 |
| 08.10 → 03.12 | Long | 100.0% | +14.58% | 5.70 | 4 |
| 08.10 → 02.12 | Long | 100.0% |
| +14.53% |
| 5.18 |
| 4 |
| 09.10 → 04.12 | Long | 100.0% | +14.52% | 5.24 | 4 |
| 09.10 → 03.12 | Long | 100.0% | +14.50% | 5.57 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +14.45% | 5.07 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +14.44% | 4.96 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +14.36% | 4.87 | 4 |