Over 2018 to 2025 (8 years of data), IWFUSUSD has tended to move long between 26.07 and 01.09, closing higher in 87.5% of those years for an average +3.35% move and an annualized Sharpe of 2.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 01.09 | Long | 87.5% | +3.35% | 2.15 | 8 |
| 25.07 → 01.09 | Long | 87.5% | +3.29% | 2.06 | 8 |
| 24.07 → 01.09 | Long | 87.5% | +3.26% | 1.84 | 8 |
| 26.07 → 30.08 | Long | 87.5% | +3.20% | 2.38 | 8 |
| 25.07 → 30.08 | Long | 87.5% | +3.14% | 2.29 | 8 |
| 24.07 → 30.08 | Long | 87.5% | +3.10% | 2.03 | 8 |
| 26.07 → 31.08 | Long | 87.5% | +3.09% | 2.25 | 8 |
| 25.07 → 31.08 | Long | 87.5% | +3.03% | 2.15 | 8 |