Over 2022 to 2025 (4 years of data), DTUSUSD has tended to move short between 08.07 and 06.08, closing higher in 100.0% of those years for an average +8.17% move and an annualized Sharpe of 5.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.08 | Short | 100.0% | +8.17% | 5.01 | 4 |
| 07.07 → 01.08 | Short | 100.0% | +7.74% | 13.43 | 4 |
| 08.07 → 01.08 | Short | 100.0% | +7.74% | 13.39 | 4 |
| 09.07 → 06.08 | Short | 100.0% | +7.20% | 3.96 | 4 |
| 08.07 → 02.08 | Short | 100.0% | +7.19% | 12.03 | 4 |
| 07.07 → 02.08 | Short | 100.0% | +7.17% | 9.29 | 4 |
| 09.07 → 01.08 | Short | 100.0% | +6.80% | 8.71 | 4 |
| 08.07 → 05.08 | Short | 100.0% | +6.76% | 7.05 | 4 |