Over 2022 to 2025 (4 years of data), DTUSUSD has tended to move short between 21.07 and 02.08, closing higher in 100.0% of those years for an average +4.89% move and an annualized Sharpe of 10.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 02.08 | Short | 100.0% | +4.89% | 10.88 | 4 |
| 22.07 → 02.08 | Short | 100.0% | +4.55% | 8.79 | 4 |
| 26.07 → 29.07 | Long | 100.0% | +3.50% | 15.37 | 4 |
| 23.07 → 29.07 | Long | 100.0% | +3.11% | 16.59 | 4 |
| 25.07 → 29.07 | Long | 100.0% | +3.02% | 19.49 | 4 |
| 23.07 → 30.07 | Long | 100.0% | +3.00% | 19.06 | 4 |
| 23.07 → 27.07 | Long | 100.0% | +2.98% | 23.16 | 4 |
| 24.07 → 29.07 | Long | 100.0% | +2.84% | 19.68 | 4 |