Over 2017 to 2025 (9 years of data), EWWUSUSD has tended to move short between 11.07 and 19.07, closing higher in 77.8% of those years for an average +1.12% move and an annualized Sharpe of 5.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Short | 77.8% | +1.12% | 5.34 | 9 |
| 11.07 → 20.07 | Short | 77.8% | +1.06% | 4.81 | 9 |
| 10.07 → 15.07 | Long | 77.8% | +1.04% | 9.23 | 9 |
| 11.07 → 18.07 | Short | 77.8% | +1.04% | 4.72 | 9 |
| 13.07 → 18.07 | Short | 77.8% | +0.78% | 3.09 | 9 |
| 10.07 → 22.07 | Long | 77.8% | +0.52% | 1.26 | 9 |
| 10.07 → 28.07 | Long | 66.7% | +1.84% | 2.36 | 9 |
| 09.07 → 28.07 | Long | 66.7% | +1.64% | 2.86 | 9 |