United States
Over 2022 to 2025 (4 years of data), DXCMUSUSD has tended to move long between 11.10 and 03.12, closing higher in 100.0% of those years for an average +25.27% move and an annualized Sharpe of 5.77.
Best window
11.10 - 03.12
Direction
Long
Win rate
100.0%
Avg return
+25.27%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.12 | Long | 100.0% | +25.27% | 5.77 | 3 |
| 11.10 → 08.12 | Long | 100.0% | +19.56% | 3.43 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +19.41% |
| 3.54 |
| 4 |
| 11.10 → 04.12 | Long | 100.0% | +19.20% | 3.43 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +18.93% | 3.21 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +18.54% | 3.25 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +18.23% | 3.31 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +18.14% | 3.17 | 4 |