Over 2022 to 2025 (4 years of data), AWKUSUSD has tended to move long between 09.07 and 03.08, closing higher in 100.0% of those years for an average +6.13% move and an annualized Sharpe of 4.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 03.08 | Long | 100.0% | +6.13% | 4.76 | 4 |
| 07.07 → 03.08 | Long | 100.0% | +5.82% | 4.61 | 4 |
| 08.07 → 03.08 | Long | 100.0% | +5.80% | 4.72 | 4 |
| 09.07 → 02.08 | Long | 100.0% | +5.72% | 4.40 | 4 |
| 10.07 → 03.08 | Long | 100.0% | +5.67% | 5.13 | 4 |
| 09.07 → 01.08 | Long | 100.0% | +5.44% | 5.62 | 4 |
| 07.07 → 02.08 | Long | 100.0% | +5.42% | 4.29 | 4 |
| 08.07 → 02.08 | Long | 100.0% | +5.39% | 4.38 | 4 |