United States
Over 2018 to 2025 (8 years of data), DUSUSD has tended to move long between 08.10 and 16.11, closing higher in 87.5% of those years for an average +2.75% move and an annualized Sharpe of 1.60.
Best window
08.10 - 16.11
Direction
Long
Win rate
87.5%
Avg return
+2.75%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 16.11 | Long | 87.5% | +2.75% | 1.60 | 8 |
| 10.10 → 16.11 | Long | 87.5% | +2.68% | 1.78 | 8 |
| 08.10 → 15.11 | Long | 87.5% |
| +2.66% |
| 1.43 |
| 8 |
| 09.10 → 16.11 | Long | 87.5% | +2.62% | 1.56 | 8 |
| 10.10 → 15.11 | Long | 87.5% | +2.59% | 1.56 | 8 |
| 09.10 → 15.11 | Long | 87.5% | +2.53% | 1.38 | 8 |
| 11.10 → 16.11 | Long | 87.5% | +2.47% | 1.71 | 8 |
| 08.10 → 17.11 | Long | 87.5% | +2.32% | 1.27 | 8 |