Over 2018 to 2025 (8 years of data), DVNUSUSD has tended to move short between 07.07 and 03.08, closing higher in 75.0% of those years for an average +3.56% move and an annualized Sharpe of 3.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 03.08 | Short | 75.0% | +3.56% | 3.12 | 8 |
| 12.07 → 03.08 | Short | 75.0% | +3.53% | 2.18 | 8 |
| 11.07 → 03.08 | Short | 75.0% | +3.31% | 2.14 | 8 |
| 07.07 → 02.08 | Short | 75.0% | +2.71% | 2.14 | 8 |
| 11.07 → 02.08 | Short | 75.0% | +2.48% | 1.53 | 8 |
| 12.07 → 04.08 | Short | 75.0% | +2.14% | 1.02 | 8 |
| 11.07 → 28.07 | Long | 75.0% | +1.98% | 1.02 | 8 |
| 11.07 → 04.08 | Short | 75.0% | +1.93% | 0.94 | 8 |