Over 2020 to 2025 (6 years of data), AMWLUSUSD has tended to move short between 14.09 and 08.11, closing higher in 100.0% of those years for an average +13.98% move and an annualized Sharpe of 3.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 08.11 | Short | 100.0% | +13.98% | 3.05 | 6 |
| 14.09 → 09.11 | Short | 100.0% | +13.96% | 2.94 | 6 |
| 14.09 → 10.11 | Short | 100.0% | +13.91% | 2.79 | 6 |
| 14.09 → 07.11 | Short | 100.0% | +12.54% | 2.80 | 6 |
| 14.09 → 05.11 | Short | 100.0% | +10.65% | 2.96 | 6 |
| 14.09 → 04.11 | Short | 100.0% | +8.75% | 3.10 | 6 |
| 14.09 → 02.10 | Short | 100.0% | +8.69% | 5.92 | 6 |
| 14.09 → 01.10 | Short | 100.0% | +6.95% | 5.48 | 6 |