Over 2018 to 2025 (8 years of data), DUSUSD has tended to move long between 22.07 and 14.09, closing higher in 87.5% of those years for an average +3.46% move and an annualized Sharpe of 1.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 14.09 | Long | 87.5% | +3.46% | 1.42 | 8 |
| 22.07 → 19.08 | Long | 87.5% | +3.41% | 1.87 | 8 |
| 22.07 → 13.09 | Long | 87.5% | +3.29% | 1.33 | 8 |
| 22.07 → 17.08 | Long | 87.5% | +3.23% | 1.87 | 8 |
| 22.07 → 22.08 | Long | 87.5% | +3.22% | 1.66 | 8 |
| 22.07 → 21.08 | Long | 87.5% | +3.20% | 1.75 | 8 |
| 22.07 → 15.09 | Long | 87.5% | +3.16% | 1.31 | 8 |
| 22.07 → 18.08 | Long | 87.5% | +3.15% | 1.83 | 8 |