Over 2017 to 2025 (9 years of data), DUKUSUSD has tended to move short between 14.09 and 22.09, closing higher in 88.9% of those years for an average +1.55% move and an annualized Sharpe of 5.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 22.09 | Short | 88.9% | +1.55% | 5.90 | 9 |
| 14.09 → 21.09 | Short | 88.9% | +1.41% | 6.05 | 9 |
| 14.09 → 19.09 | Short | 88.9% | +1.25% | 9.43 | 9 |
| 12.09 → 19.09 | Short | 88.9% | +1.16% | 5.02 | 9 |
| 14.09 → 20.09 | Short | 88.9% | +1.08% | 6.39 | 9 |
| 14.09 → 29.09 | Short | 77.8% | +3.27% | 4.03 | 9 |
| 12.09 → 29.09 | Short | 77.8% | +3.18% | 3.51 | 9 |
| 13.09 → 29.09 | Short | 77.8% | +3.02% | 3.33 | 9 |