Over 2019 to 2025 (7 years of data), DSHUSD has tended to move long between 08.07 and 06.08, closing higher in 100.0% of those years for an average +19.66% move and an annualized Sharpe of 4.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.08 | Long | 100.0% | +19.66% | 4.46 | 7 |
| 08.07 → 01.08 | Long | 100.0% | +18.45% | 6.79 | 6 |
| 07.07 → 06.08 | Long | 100.0% | +17.85% | 4.23 | 7 |
| 08.07 → 31.07 | Long | 100.0% | +17.16% | 8.20 | 6 |
| 08.07 → 29.07 | Long | 100.0% | +17.03% | 9.15 | 6 |
| 07.07 → 01.08 | Long | 100.0% | +16.38% | 6.64 | 6 |
| 08.07 → 26.07 | Long | 100.0% | +15.47% | 14.38 | 6 |
| 08.07 → 02.08 | Long | 100.0% | +15.19% | 7.97 | 6 |