Over 2018 to 2025 (8 years of data), GWWUSUSD has tended to move short between 14.09 and 19.09, closing higher in 100.0% of those years for an average +1.93% move and an annualized Sharpe of 9.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 19.09 | Short | 100.0% | +1.93% | 9.33 | 6 |
| 14.09 → 10.11 | Long | 85.7% | +9.79% | 1.88 | 7 |
| 11.09 → 10.11 | Long | 85.7% | +9.73% | 1.84 | 7 |
| 13.09 → 10.11 | Long | 85.7% | +9.58% | 1.83 | 7 |
| 14.09 → 11.11 | Long | 85.7% | +9.28% | 1.76 | 7 |
| 12.09 → 10.11 | Long | 85.7% | +9.12% | 1.70 | 7 |
| 14.09 → 12.11 | Long | 85.7% | +9.09% | 1.69 | 7 |
| 13.09 → 11.11 | Long | 85.7% | +9.07% | 1.72 | 7 |