United States
Over 2017 to 2025 (9 years of data), DUKUSUSD has tended to move long between 06.10 and 28.11, closing higher in 88.9% of those years for an average +2.76% move and an annualized Sharpe of 1.53.
Best window
06.10 - 28.11
Direction
Long
Win rate
88.9%
Avg return
+2.76%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 28.11 | Long | 88.9% | +2.76% | 1.53 | 9 |
| 05.10 → 28.11 | Long | 88.9% | +2.61% | 1.39 | 9 |
| 08.10 → 25.10 | Long | 88.9% |
| +2.57% |
| 6.08 |
| 9 |
| 08.10 → 27.10 | Long | 88.9% | +2.39% | 4.66 | 9 |
| 08.10 → 26.10 | Long | 88.9% | +2.36% | 4.66 | 9 |
| 08.10 → 19.10 | Long | 88.9% | +2.34% | 4.83 | 9 |
| 09.10 → 25.10 | Long | 88.9% | +2.30% | 5.35 | 9 |
| 10.10 → 15.11 | Long | 88.9% | +2.20% | 1.57 | 9 |