Over 2017 to 2025 (9 years of data), DVYUSUSD has tended to move long between 08.07 and 25.07, closing higher in 100.0% of those years for an average +2.43% move and an annualized Sharpe of 4.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 25.07 | Long | 100.0% | +2.43% | 4.75 | 9 |
| 07.07 → 25.07 | Long | 100.0% | +2.42% | 4.91 | 9 |
| 11.07 → 28.07 | Long | 100.0% | +2.17% | 4.86 | 9 |
| 13.07 → 26.07 | Long | 100.0% | +1.90% | 5.63 | 9 |
| 13.07 → 27.07 | Long | 100.0% | +1.87% | 4.66 | 9 |
| 10.07 → 28.08 | Long | 88.9% | +3.62% | 2.46 | 9 |
| 08.07 → 28.08 | Long | 88.9% | +3.55% | 2.64 | 9 |
| 07.07 → 28.08 | Long | 88.9% | +3.54% | 2.67 | 9 |