Over 2018 to 2025 (8 years of data), DUSUSD has tended to move long between 07.07 and 01.08, closing higher in 87.5% of those years for an average +4.46% move and an annualized Sharpe of 3.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 01.08 | Long | 87.5% | +4.46% | 3.17 | 8 |
| 13.07 → 18.08 | Long | 87.5% | +4.20% | 2.39 | 8 |
| 07.07 → 03.09 | Long | 87.5% | +4.16% | 1.59 | 8 |
| 07.07 → 02.09 | Long | 87.5% | +3.95% | 1.57 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +3.86% | 3.09 | 8 |
| 12.07 → 18.08 | Long | 87.5% | +3.86% | 2.30 | 8 |
| 13.07 → 11.09 | Long | 87.5% | +3.82% | 1.58 | 8 |
| 09.07 → 03.09 | Long | 87.5% | +3.78% | 1.61 | 8 |