Over 2018 to 2025 (8 years of data), DVNUSUSD has tended to move long between 23.08 and 29.08, closing higher in 100.0% of those years for an average +4.51% move and an annualized Sharpe of 10.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 29.08 | Long | 100.0% | +4.51% | 10.27 | 8 |
| 26.08 → 21.09 | Short | 87.5% | +4.86% | 1.95 | 8 |
| 26.08 → 20.09 | Short | 87.5% | +4.58% | 1.82 | 8 |
| 22.08 → 29.08 | Long | 87.5% | +4.49% | 6.40 | 8 |
| 25.08 → 21.09 | Short | 87.5% | +4.26% | 1.68 | 8 |
| 26.08 → 19.09 | Short | 87.5% | +4.16% | 1.75 | 8 |
| 27.08 → 21.09 | Short | 87.5% | +4.12% | 1.65 | 8 |
| 26.08 → 18.10 | Short | 87.5% | +4.09% | 0.61 | 8 |