Over 2016 to 2025 (10 years of data), USDILS has tended to move short between 18.08 and 29.08, closing higher in 77.8% of those years for an average +0.55% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 29.08 | Short | 77.8% | +0.55% | 3.01 | 9 |
| 17.08 → 29.08 | Short | 77.8% | +0.50% | 2.57 | 9 |
| 16.08 → 29.08 | Short | 77.8% | +0.49% | 2.35 | 9 |
| 18.08 → 30.08 | Short | 77.8% | +0.47% | 2.27 | 9 |
| 18.08 → 28.08 | Short | 77.8% | +0.44% | 2.51 | 9 |
| 18.08 → 31.08 | Short | 77.8% | +0.44% | 1.92 | 9 |
| 15.08 → 21.08 | Long | 77.8% | +0.43% | 3.76 | 9 |
| 17.08 → 30.08 | Short | 77.8% | +0.42% | 1.91 | 9 |