Over 2018 to 2025 (8 years of data), GWWUSUSD has tended to move short between 27.08 and 03.09, closing higher in 100.0% of those years for an average +1.11% move and an annualized Sharpe of 7.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 03.09 | Short | 100.0% | +1.11% | 7.57 | 6 |
| 27.08 → 04.09 | Short | 100.0% | +1.01% | 8.02 | 6 |
| 22.08 → 19.09 | Short | 83.3% | +2.87% | 2.38 | 6 |
| 26.08 → 19.09 | Short | 83.3% | +2.74% | 1.96 | 6 |
| 27.08 → 19.09 | Short | 83.3% | +2.50% | 2.00 | 6 |
| 25.08 → 19.09 | Short | 83.3% | +2.44% | 1.75 | 6 |
| 24.08 → 19.09 | Short | 83.3% | +2.43% | 1.73 | 6 |
| 23.08 → 19.09 | Short | 83.3% | +2.41% | 1.78 | 6 |