United States
Over 2018 to 2025 (8 years of data), DVAUSUSD has tended to move short between 06.10 and 30.10, closing higher in 87.5% of those years for an average +7.90% move and an annualized Sharpe of 4.20.
Best window
06.10 - 30.10
Direction
Short
Win rate
87.5%
Avg return
+7.90%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 30.10 | Short | 87.5% | +7.90% | 4.20 | 8 |
| 08.10 → 30.10 | Short | 87.5% | +7.37% | 4.30 | 8 |
| 10.10 → 30.10 | Short | 87.5% |
| +7.30% |
| 4.48 |
| 8 |
| 09.10 → 30.10 | Short | 87.5% | +6.86% | 4.03 | 8 |
| 06.10 → 29.10 | Short | 87.5% | +6.21% | 3.27 | 8 |
| 10.10 → 29.10 | Short | 87.5% | +5.58% | 3.28 | 8 |
| 06.10 → 28.10 | Short | 87.5% | +5.36% | 2.73 | 8 |
| 08.10 → 28.10 | Short | 87.5% | +4.83% | 2.76 | 8 |