Over 2018 to 2025 (8 years of data), IWDUSUSD has tended to move long between 07.07 and 29.07, closing higher in 100.0% of those years for an average +3.12% move and an annualized Sharpe of 7.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 100.0% | +3.12% | 7.91 | 8 |
| 08.07 → 29.07 | Long | 100.0% | +3.07% | 6.92 | 8 |
| 07.07 → 28.07 | Long | 100.0% | +3.05% | 8.87 | 8 |
| 08.07 → 28.07 | Long | 100.0% | +2.99% | 8.27 | 8 |
| 10.07 → 29.07 | Long | 100.0% | +2.96% | 5.42 | 8 |
| 07.07 → 27.07 | Long | 100.0% | +2.92% | 9.52 | 8 |
| 10.07 → 28.07 | Long | 100.0% | +2.89% | 6.30 | 8 |
| 08.07 → 27.07 | Long | 100.0% | +2.86% | 8.17 | 8 |