United States
Over 2018 to 2025 (8 years of data), DVNUSUSD has tended to move short between 09.10 and 27.10, closing higher in 75.0% of those years for an average +4.82% move and an annualized Sharpe of 2.58.
Best window
09.10 - 27.10
Direction
Short
Win rate
75.0%
Avg return
+4.82%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 27.10 | Short | 75.0% | +4.82% | 2.58 | 8 |
| 10.10 → 21.10 | Short | 75.0% | +4.28% | 4.22 | 8 |
| 09.10 → 21.10 | Short | 75.0% |
| +4.06% |
| 3.36 |
| 8 |
| 10.10 → 18.10 | Short | 75.0% | +3.95% | 4.40 | 8 |
| 10.10 → 19.10 | Short | 75.0% | +3.83% | 4.23 | 8 |
| 10.10 → 20.10 | Short | 75.0% | +3.83% | 4.37 | 8 |
| 07.10 → 18.10 | Short | 75.0% | +3.81% | 2.89 | 8 |
| 07.10 → 20.10 | Short | 75.0% | +3.71% | 2.93 | 8 |