Over 2022 to 2025 (4 years of data), DXCMUSUSD has tended to move short between 16.08 and 25.09, closing higher in 100.0% of those years for an average +14.66% move and an annualized Sharpe of 7.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 25.09 | Short | 100.0% | +14.66% | 7.31 | 4 |
| 17.08 → 25.09 | Short | 100.0% | +14.24% | 8.12 | 4 |
| 16.08 → 24.09 | Short | 100.0% | +14.20% | 6.19 | 4 |
| 16.08 → 26.09 | Short | 100.0% | +14.13% | 7.28 | 4 |
| 16.08 → 27.09 | Short | 100.0% | +13.86% | 8.47 | 4 |
| 17.08 → 24.09 | Short | 100.0% | +13.80% | 7.01 | 4 |
| 17.08 → 26.09 | Short | 100.0% | +13.71% | 8.27 | 4 |
| 16.08 → 23.09 | Short | 100.0% | +13.50% | 5.59 | 4 |