Over 2022 to 2025 (4 years of data), DXCMUSUSD has tended to move long between 11.07 and 16.07, closing higher in 100.0% of those years for an average +3.08% move and an annualized Sharpe of 12.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 16.07 | Long | 100.0% | +3.08% | 12.59 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +3.01% | 21.14 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +2.93% | 5.86 | 4 |
| 11.07 → 14.07 | Long | 100.0% | +2.79% | 19.00 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +2.63% | 5.69 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +2.55% | 18.11 | 4 |
| 11.07 → 15.07 | Long | 100.0% | +2.39% | 13.04 | 4 |
| 11.07 → 20.07 | Long | 100.0% | +2.37% | 5.01 | 4 |