Over 2022 to 2025 (4 years of data), ARWUSUSD has tended to move long between 07.07 and 18.07, closing higher in 100.0% of those years for an average +2.92% move and an annualized Sharpe of 5.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 18.07 | Long | 100.0% | +2.92% | 5.78 | 4 |
| 07.07 → 16.07 | Long | 100.0% | +2.89% | 5.48 | 4 |
| 07.07 → 17.07 | Long | 100.0% | +2.88% | 6.01 | 4 |
| 07.07 → 12.07 | Long | 100.0% | +2.72% | 15.47 | 4 |
| 07.07 → 11.07 | Long | 100.0% | +2.28% | 20.60 | 4 |
| 08.07 → 12.07 | Long | 100.0% | +1.89% | 10.49 | 4 |
| 07.07 → 10.07 | Long | 100.0% | +1.58% | 20.87 | 4 |
| 08.07 → 11.07 | Long | 100.0% | +1.45% | 12.11 | 4 |