Over 2016 to 2025 (10 years of data), USDILS has tended to move short between 11.07 and 21.07, closing higher in 88.9% of those years for an average +0.60% move and an annualized Sharpe of 6.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 21.07 | Short | 88.9% | +0.60% | 6.29 | 9 |
| 11.07 → 22.07 | Short | 88.9% | +0.56% | 6.09 | 9 |
| 11.07 → 20.07 | Short | 88.9% | +0.53% | 5.65 | 9 |
| 07.07 → 30.08 | Short | 77.8% | +0.93% | 1.26 | 9 |
| 08.07 → 30.08 | Short | 77.8% | +0.92% | 1.25 | 9 |
| 07.07 → 28.08 | Short | 77.8% | +0.84% | 1.19 | 9 |
| 08.07 → 28.08 | Short | 77.8% | +0.83% | 1.20 | 9 |
| 07.07 → 29.08 | Short | 77.8% | +0.81% | 1.14 | 9 |