Over 2020 to 2025 (6 years of data), XDWTUSUSD has tended to move long between 07.07 and 02.09, closing higher in 83.3% of those years for an average +4.51% move and an annualized Sharpe of 1.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 83.3% | +4.51% | 1.93 | 6 |
| 08.07 → 02.09 | Long | 83.3% | +4.41% | 1.82 | 6 |
| 07.07 → 28.08 | Long | 83.3% | +4.22% | 2.00 | 6 |
| 12.07 → 02.09 | Long | 83.3% | +4.19% | 1.91 | 6 |
| 10.07 → 02.09 | Long | 83.3% | +4.18% | 1.73 | 6 |
| 08.07 → 28.08 | Long | 83.3% | +4.12% | 1.94 | 6 |
| 11.07 → 02.09 | Long | 83.3% | +3.99% | 1.66 | 6 |
| 09.07 → 02.09 | Long | 83.3% | +3.95% | 1.71 | 6 |