Over 2018 to 2025 (8 years of data), IWFUSUSD has tended to move long between 07.07 and 28.08, closing higher in 87.5% of those years for an average +4.36% move and an annualized Sharpe of 2.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.08 | Long | 87.5% | +4.36% | 2.37 | 8 |
| 08.07 → 31.08 | Long | 87.5% | +4.22% | 2.24 | 8 |
| 08.07 → 01.09 | Long | 87.5% | +4.17% | 1.96 | 8 |
| 08.07 → 28.08 | Long | 87.5% | +4.11% | 2.29 | 8 |
| 08.07 → 30.08 | Long | 87.5% | +4.10% | 2.27 | 8 |
| 08.07 → 29.08 | Long | 87.5% | +4.08% | 2.20 | 8 |
| 07.07 → 03.09 | Long | 87.5% | +3.79% | 1.89 | 8 |
| 07.07 → 04.09 | Long | 87.5% | +3.57% | 1.92 | 8 |