USDU trading strategies, backtested
WisdomTree Bloomberg U.S. Dollar Bullish Fund — a long-dollar position against a broad currency basket. Every DeployQuant template run on USDU over 5.5 years of minute data, same engine, same window, sorted by return.
| Strategy | CAGR | max DD | Sharpe | trades | win rate | final value |
|---|---|---|---|---|---|---|
| Weekly Entry + 7% Target | 6.1% | −9.5% | 0.92 | 19 | 32% | $13,863 |
| First-to-Last Day of Month | 5.5% | −7.6% | 0.87 | 67 | 51% | $13,414 |
| SMA-200 Trend + 15% Trailing Stop | 4.6% | −8.9% | 0.77 | 0 | — | $12,801 |
| SMA 10/50 Trend | 3.8% | −7.4% | 0.77 | 14 | 50% | $12,316 |
| Golden Cross (SMA 50/200) | 3.6% | −8.3% | 0.67 | 2 | 100% | $12,143 |
| RSI(14) Mean Reversion | 3.4% | −5.2% | 0.91 | 15 | 87% | $12,006 |
| EMA 12/26 Trend | 3.1% | −4.8% | 0.65 | 22 | 50% | $11,860 |
| RSI(2) Dip Snapback | 3.1% | −5.3% | 0.72 | 168 | 56% | $11,837 |
| 200-Day SMA Regime Filter | 2.6% | −11.2% | 0.52 | 17 | 29% | $11,553 |
| 3-Month Momentum Switch | 0.4% | −6.5% | 0.14 | 4 | 25% | $10,237 |
| Drawdown Dip Buyer + 8% Target | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| 20-Day Momentum + Trailing Stop | 0.0% | −0.0% | 0.00 | 0 | — | $10,000 |
| Buy & hold USDU | 5.1% | −9.0% | 0.81 | — | — | $13,197 |
Build it from blocks (or type it in English), backtest it on 5.5 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Frequently asked questions
What was the best strategy for USDU?
Of the 12 templates tested on USDU over 2021-01-04–2026-07-17, the strongest by CAGR was weekly 7% target at 6.1% (max drawdown 9.5%), versus 5.1% for buy-and-hold. Best-in-hindsight is not a forecast — check drawdowns and trade counts before drawing conclusions.
Did any strategy beat buying and holding USDU?
2 of 12 templates beat USDU buy-and-hold (5.1% CAGR) on this window; 10 of 12 had a shallower maximum drawdown than holding (9.0%).
Other currency etfs
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.