Over 2017 to 2025 (9 years of data), ITWUSUSD has tended to move long between 08.07 and 21.07, closing higher in 100.0% of those years for an average +3.40% move and an annualized Sharpe of 9.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 21.07 | Long | 100.0% | +3.40% | 9.84 | 9 |
| 07.07 → 21.07 | Long | 100.0% | +3.26% | 12.88 | 9 |
| 09.07 → 21.07 | Long | 100.0% | +2.96% | 8.22 | 9 |
| 07.07 → 19.07 | Long | 100.0% | +2.88% | 10.17 | 9 |
| 07.07 → 18.07 | Long | 100.0% | +2.81% | 8.36 | 9 |
| 11.07 → 21.07 | Long | 100.0% | +2.30% | 7.75 | 9 |
| 12.07 → 21.07 | Long | 100.0% | +2.19% | 6.17 | 9 |
| 07.07 → 30.07 | Long | 88.9% | +4.34% | 3.80 | 9 |