Over 2017 to 2025 (9 years of data), EWWUSUSD has tended to move short between 17.08 and 20.08, closing higher in 87.5% of those years for an average +0.49% move and an annualized Sharpe of 5.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 20.08 | Short | 87.5% | +0.49% | 5.35 | 8 |
| 18.08 → 07.10 | Short | 75.0% | +1.36% | 0.60 | 8 |
| 18.08 → 06.10 | Short | 75.0% | +1.31% | 0.57 | 8 |
| 16.08 → 07.10 | Short | 75.0% | +1.16% | 0.44 | 8 |
| 16.08 → 06.10 | Short | 75.0% | +1.11% | 0.43 | 8 |
| 14.08 → 07.10 | Short | 75.0% | +1.07% | 0.44 | 8 |
| 16.08 → 05.10 | Short | 75.0% | +1.03% | 0.39 | 8 |
| 14.08 → 06.10 | Short | 75.0% | +1.02% | 0.42 | 8 |