Over 2017 to 2025 (9 years of data), DUKUSUSD has tended to move long between 10.07 and 09.08, closing higher in 100.0% of those years for an average +5.09% move and an annualized Sharpe of 5.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 09.08 | Long | 100.0% | +5.09% | 5.49 | 9 |
| 09.07 → 12.08 | Long | 100.0% | +4.94% | 4.65 | 9 |
| 09.07 → 19.08 | Long | 100.0% | +4.91% | 4.17 | 9 |
| 10.07 → 08.08 | Long | 100.0% | +4.91% | 5.34 | 9 |
| 10.07 → 12.08 | Long | 100.0% | +4.85% | 5.11 | 9 |
| 10.07 → 19.08 | Long | 100.0% | +4.81% | 4.97 | 9 |
| 09.07 → 18.08 | Long | 100.0% | +4.77% | 4.18 | 9 |
| 07.07 → 19.08 | Long | 100.0% | +4.76% | 4.03 | 9 |