Over 2018 to 2025 (8 years of data), GWWUSUSD has tended to move long between 13.07 and 24.07, closing higher in 75.0% of those years for an average +5.09% move and an annualized Sharpe of 6.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 24.07 | Long | 75.0% | +5.09% | 6.13 | 8 |
| 13.07 → 23.07 | Long | 75.0% | +4.73% | 6.21 | 8 |
| 13.07 → 22.07 | Long | 75.0% | +3.76% | 6.37 | 8 |
| 13.07 → 28.07 | Long | 62.5% | +5.37% | 3.56 | 8 |
| 10.07 → 28.07 | Long | 62.5% | +5.11% | 2.95 | 8 |
| 10.07 → 24.07 | Long | 62.5% | +4.92% | 3.50 | 8 |
| 12.07 → 28.07 | Long | 62.5% | +4.81% | 3.49 | 8 |
| 08.07 → 28.07 | Long | 62.5% | +4.76% | 3.05 | 8 |