Over 2019 to 2025 (7 years of data), DSHUSD has tended to move long between 11.07 and 02.08, closing higher in 83.3% of those years for an average +11.33% move and an annualized Sharpe of 3.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 02.08 | Long | 83.3% | +11.33% | 3.82 | 6 |
| 11.07 → 28.07 | Long | 83.3% | +9.17% | 2.66 | 6 |
| 11.07 → 27.07 | Long | 83.3% | +8.32% | 4.65 | 6 |
| 11.07 → 22.07 | Long | 83.3% | +8.03% | 6.10 | 6 |
| 11.07 → 23.07 | Long | 83.3% | +6.74% | 5.94 | 6 |
| 12.07 → 22.07 | Long | 83.3% | +6.72% | 6.08 | 6 |
| 11.07 → 25.07 | Long | 83.3% | +6.33% | 5.18 | 6 |
| 11.07 → 24.07 | Long | 83.3% | +6.19% | 5.00 | 6 |