Over 2022 to 2025 (4 years of data), DREUSUSD has tended to move long between 13.07 and 14.08, closing higher in 25.0% of those years for an average +4.33% move and an annualized Sharpe of 1.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 14.08 | Long | 25.0% | +4.33% | 1.95 | 4 |
| 12.07 → 14.08 | Long | 25.0% | +4.19% | 1.92 | 4 |
| 13.07 → 16.08 | Long | 25.0% | +4.06% | 1.89 | 4 |
| 13.07 → 15.08 | Long | 25.0% | +4.04% | 1.92 | 4 |
| 13.07 → 11.08 | Long | 25.0% | +4.03% | 2.05 | 4 |
| 13.07 → 12.08 | Long | 25.0% | +4.03% | 2.01 | 4 |
| 13.07 → 13.08 | Long | 25.0% | +4.03% | 1.98 | 4 |
| 12.07 → 16.08 | Long | 25.0% | +3.93% | 1.86 | 4 |