Over 2017 to 2025 (9 years of data), ITWUSUSD has tended to move long between 21.08 and 17.09, closing higher in 77.8% of those years for an average +1.51% move and an annualized Sharpe of 1.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 17.09 | Long | 77.8% | +1.51% | 1.15 | 9 |
| 22.08 → 17.09 | Long | 77.8% | +1.48% | 1.15 | 9 |
| 23.08 → 12.09 | Long | 77.8% | +1.45% | 1.87 | 9 |
| 27.08 → 01.09 | Long | 77.8% | +1.42% | 8.92 | 9 |
| 21.08 → 15.09 | Long | 77.8% | +1.39% | 1.17 | 9 |
| 22.08 → 15.09 | Long | 77.8% | +1.36% | 1.18 | 9 |
| 21.08 → 18.09 | Long | 77.8% | +1.35% | 1.02 | 9 |
| 21.08 → 14.09 | Long | 77.8% | +1.32% | 1.21 | 9 |