Over 2020 to 2025 (6 years of data), AMWLUSUSD has tended to move long between 07.07 and 04.08, closing higher in 100.0% of those years for an average +710.62% move and an annualized Sharpe of 1.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.08 | Long | 100.0% | +710.62% | 1.81 | 5 |
| 07.07 → 27.07 | Long | 80.0% | +562.49% | 2.15 | 5 |
| 07.07 → 28.07 | Long | 80.0% | +560.27% | 2.09 | 5 |
| 07.07 → 11.07 | Long | 80.0% | +505.72% | 4.81 | 5 |
| 07.07 → 21.07 | Long | 80.0% | +492.42% | 2.56 | 5 |
| 12.07 → 06.09 | Short | 80.0% | +12.66% | 2.22 | 5 |
| 13.07 → 06.09 | Short | 80.0% | +12.06% | 2.12 | 5 |
| 11.07 → 06.09 | Short | 80.0% | +10.23% | 1.33 | 5 |