United States
Over 2022 to 2025 (4 years of data), DXCUSUSD has tended to move long between 07.10 and 02.12, closing higher in 100.0% of those years for an average +10.60% move and an annualized Sharpe of 15.03.
Best window
07.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+10.60%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 02.12 | Long | 100.0% | +10.60% | 15.03 | 3 |
| 11.10 → 10.12 | Long | 100.0% | +9.42% | 4.56 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +8.87% |
| 6.26 |
| 4 |
| 11.10 → 02.12 | Long | 100.0% | +8.82% | 7.81 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +8.59% | 5.30 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +8.54% | 5.44 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +8.51% | 5.71 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +8.43% | 4.95 | 4 |