

Over 2017 to 2025 (9 years of data), GLWUSUSD has tended to move long between 07.07 and 25.07, closing higher in 88.9% of those years for an average +6.55% move and an annualized Sharpe of 4.82.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7132 |
| 3 | 100.0988 |
| 4 | 100.9859 |
| 5 | 101.8664 |
| 6 | 103.6446 |
| 7 | 103.2728 |
| 8 | 103.6636 |
| 9 | 103.2106 |
| 10 | 103.0826 |
| 11 | 104.0292 |
| 12 | 104.0177 |
| 13 | 103.3173 |
| 14 | 103.641 |
| 15 | 104.0634 |
| 16 | 104.0278 |
| 17 | 103.9566 |
| 18 | 103.8867 |
| 19 | 103.9845 |
| 20 | 103.4856 |
| 21 | 103.8879 |
| 22 | 104.7642 |
| 23 | 104.7161 |
| 24 | 104.7613 |
| 25 | 105.4152 |
| 26 | 107.4697 |
| 27 | 105.3742 |
| 28 | 107.6488 |
| 29 | 106.822 |
| 30 | 108.0893 |
| 31 | 107.385 |
| 32 | 107.623 |
| 33 | 108.8919 |
| 34 | 108.1641 |
| 35 | 108.8517 |
| 36 | 109.2788 |
| 37 | 109.0145 |
| 38 | 108.6267 |
| 39 | 108.9991 |
| 40 | 108.4317 |
| 41 | 108.7275 |
| 42 | 108.0132 |
| 43 | 108.0286 |
| 44 | 107.7075 |
| 45 | 107.7823 |
| 46 | 108.5143 |
| 47 | 109.4224 |
| 48 | 108.6266 |
| 49 | 108.7506 |
| 50 | 108.9552 |
| 51 | 108.8194 |
| 52 | 108.0119 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 88.9% | +6.55% | 4.82 | 9 |
| 08.07 → 24.07 | Long | 88.9% | +6.02% | 5.43 | 9 |
| 07.07 → 23.07 | Long | 88.9% | +5.72% | 5.21 | 9 |
| 08.07 → 25.07 | Long | 88.9% | +5.72% | 4.70 | 9 |
| 07.07 → 22.07 | Long | 88.9% | +5.48% | 5.07 | 9 |
| 08.07 → 23.07 | Long | 88.9% | +4.88% | 5.43 | 9 |
| 08.07 → 22.07 | Long | 88.9% |
| 53 |
|---|
| 107.8076 |
| 54 | 107.358 |
|---|
| 55 | 107.4862 |
|---|
| 56 | 106.9016 |
|---|
| 57 | 107.2313 |
|---|
| 58 | 106.7462 |
|---|
| 59 | 106.4021 |
|---|
| 60 | 106.4252 |
|---|
| 61 | 106.9855 |
|---|
| 62 | 106.4488 |
|---|
| 63 | 104.2836 |
|---|
| 64 | 105.395 |
|---|
| 65 | 104.2109 |
|---|
| 66 | 103.1626 |
|---|
| 67 | 102.8928 |
|---|
| 68 | 103.5088 |
|---|
| 69 | 102.7173 |
|---|
| 70 | 102.8419 |
|---|
| 71 | 103.5038 |
|---|
| 72 | 103.4675 |
|---|
| 73 | 104.1519 |
|---|
| 74 | 104.1862 |
|---|
| 75 | 104.6056 |
|---|
| 76 | 104.7279 |
|---|
| 77 | 105.1427 |
|---|
| 78 | 105.5769 |
|---|
| 79 | 105.9551 |
|---|
| 80 | 106.0611 |
|---|
| 81 | 105.9215 |
|---|
| 82 | 104.4919 |
|---|
| 83 | 105.841 |
|---|
| 84 | 106.0271 |
|---|
| 85 | 106.2352 |
|---|
| 86 | 106.1633 |
|---|
| 87 | 106.2361 |
|---|
| 88 | 106.9119 |
|---|
| 89 | 106.8894 |
|---|
| 90 | 106.6805 |
|---|
| 91 | 106.4877 |
|---|
| 92 | 106.7109 |
|---|
| 93 | 104.4175 |
|---|
| 94 | 102.6428 |
|---|
| 95 | 102.5673 |
|---|
| 96 | 101.79 |
|---|
| 97 | 101.5961 |
|---|
| 98 | 101.2565 |
|---|
| 99 | 103.1975 |
|---|
| 100 | 103.141 |
|---|
| 101 | 102.3551 |
|---|
| 102 | 102.4756 |
|---|
| 103 | 102.2597 |
|---|
| 104 | 102.328 |
|---|
| 105 | 102.6888 |
|---|
| 106 | 102.2982 |
|---|
| 107 | 102.1703 |
|---|
| 108 | 102.1267 |
|---|
| 109 | 102.4332 |
|---|
| 110 | 102.4188 |
|---|
| 111 | 102.0571 |
|---|
| 112 | 101.7776 |
|---|
| 113 | 102.8483 |
|---|
| 114 | 103.2973 |
|---|
| 115 | 103.2939 |
|---|
| 116 | 103.3504 |
|---|
| 117 | 103.308 |
|---|
| 118 | 103.5919 |
|---|
| 119 | 103.4316 |
|---|
| 120 | 103.2129 |
|---|
| 121 | 104.3358 |
|---|
| 122 | 105.0405 |
|---|
| 123 | 104.9601 |
|---|
| 124 | 105.5813 |
|---|
| 125 | 105.2448 |
|---|
| 126 | 105.2738 |
|---|
| 127 | 105.2978 |
|---|
| 128 | 105.3768 |
|---|
| 129 | 104.8394 |
|---|
| 130 | 104.8912 |
|---|
| 131 | 103.9455 |
|---|
| 132 | 103.9337 |
|---|
| 133 | 104.7549 |
|---|
| 134 | 104.893 |
|---|
| 135 | 105.7279 |
|---|
| 136 | 105.489 |
|---|
| 137 | 106.3017 |
|---|
| 138 | 104.9608 |
|---|
| 139 | 104.5276 |
|---|
| 140 | 104.4605 |
|---|
| 141 | 104.5664 |
|---|
| 142 | 105.4066 |
|---|
| 143 | 105.3189 |
|---|
| 144 | 105.4533 |
|---|
| 145 | 105.407 |
|---|
| 146 | 106.6377 |
|---|
| 147 | 107.3055 |
|---|
| 148 | 107.2648 |
|---|
| 149 | 107.2507 |
|---|
| 150 | 106.6731 |
|---|
| 151 | 107.3648 |
|---|
| 152 | 107.1264 |
|---|
| 153 | 108.2666 |
|---|
| 154 | 108.3238 |
|---|
| 155 | 108.488 |
|---|
| 156 | 108.0176 |
|---|
| 157 | 108.3951 |
|---|
| 158 | 108.338 |
|---|
| 159 | 108.1016 |
|---|
| 160 | 107.8577 |
|---|
| 161 | 107.2712 |
|---|
| 162 | 107.2192 |
|---|
| 163 | 107.6769 |
|---|
| 164 | 106.7469 |
|---|
| 165 | 106.1992 |
|---|
| 166 | 106.2955 |
|---|
| 167 | 106.8946 |
|---|
| 168 | 106.5224 |
|---|
| 169 | 107.0053 |
|---|
| 170 | 107.8113 |
|---|
| 171 | 107.1474 |
|---|
| 172 | 107.2022 |
|---|
| 173 | 107.3496 |
|---|
| 174 | 107.9751 |
|---|
| 175 | 108.6649 |
|---|
| 176 | 108.5083 |
|---|
| 177 | 108.7711 |
|---|
| 178 | 108.6328 |
|---|
| 179 | 108.4442 |
|---|
| 180 | 108.367 |
|---|
| 181 | 108.327 |
|---|
| 182 | 108.6607 |
|---|
| 183 | 108.6859 |
|---|
| 184 | 108.7739 |
|---|
| 185 | 108.7904 |
|---|
| 186 | 108.4911 |
|---|
| 187 | 108.0665 |
|---|
| 188 | 108.4281 |
|---|
| 189 | 108.2649 |
|---|
| 190 | 111.1982 |
|---|
| 191 | 112.1118 |
|---|
| 192 | 112.3299 |
|---|
| 193 | 112.1051 |
|---|
| 194 | 112.2275 |
|---|
| 195 | 111.4007 |
|---|
| 196 | 111.8682 |
|---|
| 197 | 111.7337 |
|---|
| 198 | 112.4711 |
|---|
| 199 | 111.928 |
|---|
| 200 | 112.1406 |
|---|
| 201 | 112.136 |
|---|
| 202 | 112.8119 |
|---|
| 203 | 112.3175 |
|---|
| 204 | 113.5043 |
|---|
| 205 | 113.3156 |
|---|
| 206 | 113.7432 |
|---|
| 207 | 113.5511 |
|---|
| 208 | 113.5661 |
|---|
| 209 | 113.9555 |
|---|
| 210 | 117.3438 |
|---|
| 211 | 117.512 |
|---|
| 212 | 116.1892 |
|---|
| 213 | 115.5872 |
|---|
| 214 | 115.0399 |
|---|
| 215 | 114.8321 |
|---|
| 216 | 114.9393 |
|---|
| 217 | 114.0135 |
|---|
| 218 | 113.6445 |
|---|
| 219 | 114.2608 |
|---|
| 220 | 114.2223 |
|---|
| 221 | 114.0337 |
|---|
| 222 | 114.98 |
|---|
| 223 | 114.7746 |
|---|
| 224 | 114.9591 |
|---|
| 225 | 115.4539 |
|---|
| 226 | 115.6607 |
|---|
| 227 | 114.8811 |
|---|
| 228 | 115.3728 |
|---|
| 229 | 114.8972 |
|---|
| 230 | 115.4461 |
|---|
| 231 | 114.8181 |
|---|
| 232 | 114.6645 |
|---|
| 233 | 114.7374 |
|---|
| 234 | 115.0889 |
|---|
| 235 | 114.8992 |
|---|
| 236 | 115.0791 |
|---|
| 237 | 116.536 |
|---|
| 238 | 115.6125 |
|---|
| 239 | 116.0335 |
|---|
| 240 | 116.9478 |
|---|
| 241 | 116.1426 |
|---|
| 242 | 115.5225 |
|---|
| 243 | 115.3677 |
|---|
| 244 | 114.5967 |
|---|
| 245 | 114.8639 |
|---|
| 246 | 115.1028 |
|---|
| 247 | 114.5751 |
|---|
| 248 | 114.8852 |
|---|
| 249 | 114.4897 |
|---|
| 250 | 113.9977 |
|---|
| 251 | 113.9664 |
|---|
| 252 | 114.1756 |
|---|
| 253 | 115.2247 |
|---|
| 254 | 115.2916 |
|---|
| 255 | 116.882 |
|---|
| 256 | 115.8915 |
|---|
| 257 | 115.9908 |
|---|
| 258 | 116.1011 |
|---|
| 259 | 116.0434 |
|---|
| 260 | 115.4573 |
|---|
| 261 | 116.7197 |
|---|
| 262 | 117.2347 |
|---|
| 263 | 116.8282 |
|---|
| 264 | 115.6324 |
|---|
| 265 | 115.3075 |
|---|
| 266 | 115.7991 |
|---|
| 267 | 115.9191 |
|---|
| 268 | 115.8238 |
|---|
| 269 | 114.6883 |
|---|
| 270 | 114.6837 |
|---|
| 271 | 114.4384 |
|---|
| 272 | 114.3438 |
|---|
| 273 | 113.9289 |
|---|
| 274 | 114.697 |
|---|
| 275 | 114.0175 |
|---|
| 276 | 115.0312 |
|---|
| 277 | 115.8497 |
|---|
| 278 | 115.7147 |
|---|
| 279 | 115.9245 |
|---|
| 280 | 115.4386 |
|---|
| 281 | 115.7496 |
|---|
| 282 | 115.9627 |
|---|
| 283 | 115.4625 |
|---|
| 284 | 114.6672 |
|---|
| 285 | 113.9418 |
|---|
| 286 | 115.1257 |
|---|
| 287 | 115.115 |
|---|
| 288 | 116.0046 |
|---|
| 289 | 115.8626 |
|---|
| 290 | 116.0129 |
|---|
| 291 | 115.8462 |
|---|
| 292 | 115.785 |
|---|
| 293 | 115.6455 |
|---|
| 294 | 116.8898 |
|---|
| 295 | 116.4075 |
|---|
| 296 | 116.8249 |
|---|
| 297 | 117.0714 |
|---|
| 298 | 116.7342 |
|---|
| 299 | 115.7861 |
|---|
| 300 | 115.0424 |
|---|
| 301 | 114.7116 |
|---|
| 302 | 115.9551 |
|---|
| 303 | 117.1288 |
|---|
| 304 | 116.1927 |
|---|
| 305 | 116.7318 |
|---|
| 306 | 117.4504 |
|---|
| 307 | 117.6602 |
|---|
| 308 | 117.5311 |
|---|
| 309 | 118.436 |
|---|
| 310 | 118.6239 |
|---|
| 311 | 118.3197 |
|---|
| 312 | 118.224 |
|---|
| 313 | 117.4447 |
|---|
| 314 | 119.9233 |
|---|
| 315 | 120.3854 |
|---|
| 316 | 121.321 |
|---|
| 317 | 119.1872 |
|---|
| 318 | 118.8372 |
|---|
| 319 | 119.1705 |
|---|
| 320 | 117.679 |
|---|
| 321 | 117.103 |
|---|
| 322 | 117.2614 |
|---|
| 323 | 117.3946 |
|---|
| 324 | 116.5966 |
|---|
| 325 | 116.7428 |
|---|
| 326 | 117.9276 |
|---|
| 327 | 118.6193 |
|---|
| 328 | 119.2873 |
|---|
| 329 | 119.5725 |
|---|
| 330 | 119.0549 |
|---|
| 331 | 118.672 |
|---|
| 332 | 118.0936 |
|---|
| 333 | 118.9931 |
|---|
| 334 | 119.0791 |
|---|
| 335 | 118.902 |
|---|
| 336 | 119.4033 |
|---|
| 337 | 119.3056 |
|---|
| 338 | 119.8701 |
|---|
| 339 | 119.3179 |
|---|
| 340 | 120.0503 |
|---|
| 341 | 120.3898 |
|---|
| 342 | 121.3297 |
|---|
| 343 | 121.3453 |
|---|
| 344 | 121.7194 |
|---|
| 345 | 122.421 |
|---|
| 346 | 120.2387 |
|---|
| 347 | 120.9249 |
|---|
| 348 | 121.103 |
|---|
| 349 | 120.5498 |
|---|
| 350 | 119.6263 |
|---|
| 351 | 119.1263 |
|---|
| 352 | 119.0427 |
|---|
| 353 | 118.4741 |
|---|
| 354 | 117.7525 |
|---|
| 355 | 118.6562 |
|---|
| 356 | 118.6015 |
|---|
| 357 | 119.2791 |
|---|
| 358 | 119.513 |
|---|
| 359 | 119.6936 |
|---|
| 360 | 119.8192 |
|---|
| 361 | 120.4264 |
|---|
| 362 | 119.9384 |
|---|
| 363 | 120.1581 |
|---|
| 364 | 119.893 |
|---|
| 365 | 119.4263 |
|---|
| 366 | 119.8073 |
|---|
| +4.64% |
| 5.44 |
| 9 |
| 07.07 → 21.07 | Long | 88.9% | +4.60% | 4.33 | 9 |