Over 2017 to 2025 (9 years of data), DVYUSUSD has tended to move long between 23.08 and 11.09, closing higher in 100.0% of those years for an average +1.08% move and an annualized Sharpe of 2.70.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 11.09 | Long | 100.0% | +1.08% | 2.70 | 8 |
| 21.08 → 15.09 | Long | 88.9% | +1.29% | 1.72 | 9 |
| 22.08 → 15.09 | Long | 88.9% | +1.17% | 1.70 | 9 |
| 27.08 → 15.09 | Long | 88.9% | +1.10% | 2.08 | 9 |
| 21.08 → 12.09 | Long | 87.5% | +1.50% | 3.10 | 8 |
| 23.08 → 12.09 | Long | 87.5% | +1.39% | 3.32 | 8 |
| 22.08 → 12.09 | Long | 87.5% | +1.37% | 3.34 | 8 |
| 27.08 → 12.09 | Long | 87.5% | +1.31% | 3.24 | 8 |