Over 2022 to 2025 (4 years of data), DXCUSUSD has tended to move short between 24.07 and 05.08, closing higher in 100.0% of those years for an average +16.20% move and an annualized Sharpe of 10.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 05.08 | Short | 100.0% | +16.20% | 10.03 | 4 |
| 28.07 → 05.08 | Short | 100.0% | +16.20% | 11.14 | 4 |
| 28.07 → 07.08 | Short | 100.0% | +16.07% | 10.37 | 4 |
| 24.07 → 07.08 | Short | 100.0% | +16.06% | 9.67 | 4 |
| 26.07 → 05.08 | Short | 100.0% | +15.91% | 9.89 | 4 |
| 24.07 → 15.08 | Short | 100.0% | +15.79% | 8.00 | 3 |
| 27.07 → 05.08 | Short | 100.0% | +15.77% | 10.09 | 4 |
| 26.07 → 07.08 | Short | 100.0% | +15.76% | 9.23 | 4 |