Over 2018 to 2025 (8 years of data), DVAUSUSD has tended to move long between 09.07 and 03.08, closing higher in 87.5% of those years for an average +5.53% move and an annualized Sharpe of 4.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 03.08 | Long | 87.5% | +5.53% | 4.58 | 8 |
| 08.07 → 03.08 | Long | 87.5% | +5.40% | 4.10 | 8 |
| 10.07 → 03.08 | Long | 87.5% | +5.17% | 4.89 | 8 |
| 09.07 → 15.08 | Long | 87.5% | +4.95% | 2.89 | 8 |
| 09.07 → 12.08 | Long | 87.5% | +4.85% | 2.93 | 8 |
| 08.07 → 15.08 | Long | 87.5% | +4.83% | 2.57 | 8 |
| 08.07 → 12.08 | Long | 87.5% | +4.73% | 2.64 | 8 |
| 09.07 → 14.08 | Long | 87.5% | +4.67% | 2.83 | 8 |