United States
Over 2022 to 2025 (4 years of data), DTUSUSD has tended to move short between 06.10 and 28.10, closing higher in 100.0% of those years for an average +3.18% move and an annualized Sharpe of 4.36.
Best window
06.10 - 28.10
Direction
Short
Win rate
100.0%
Avg return
+3.18%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.10 | Short | 100.0% | +3.18% | 4.36 | 4 |
| 05.10 → 28.10 | Short | 100.0% | +2.52% | 4.56 | 4 |
| 11.10 → 01.12 | Long | 75.0% |
| +6.19% |
| 1.93 |
| 4 |
| 11.10 → 04.12 | Long | 75.0% | +6.19% | 2.02 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +6.04% | 1.97 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +5.94% | 1.70 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +5.92% | 2.11 | 4 |
| 08.10 → 01.12 | Long | 75.0% | +5.84% | 1.84 | 4 |