Over 2022 to 2025 (4 years of data), DXCUSUSD has tended to move short between 07.07 and 06.08, closing higher in 100.0% of those years for an average +14.75% move and an annualized Sharpe of 5.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 06.08 | Short | 100.0% | +14.75% | 5.18 | 4 |
| 07.07 → 05.08 | Short | 100.0% | +14.70% | 5.17 | 4 |
| 09.07 → 06.08 | Short | 100.0% | +14.49% | 5.86 | 4 |
| 09.07 → 05.08 | Short | 100.0% | +14.44% | 5.84 | 4 |
| 07.07 → 07.08 | Short | 100.0% | +14.09% | 5.65 | 4 |
| 07.07 → 08.08 | Short | 100.0% | +13.89% | 5.09 | 4 |
| 09.07 → 07.08 | Short | 100.0% | +13.81% | 6.50 | 4 |
| 10.07 → 06.08 | Short | 100.0% | +13.81% | 4.97 | 4 |