Over 2022 to 2025 (4 years of data), LWUSUSD has tended to move long between 11.07 and 23.07, closing higher in 100.0% of those years for an average +4.69% move and an annualized Sharpe of 4.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 23.07 | Long | 100.0% | +4.69% | 4.77 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +4.49% | 6.57 | 4 |
| 10.07 → 23.07 | Long | 100.0% | +4.45% | 4.15 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +4.41% | 6.13 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +4.17% | 5.20 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +3.95% | 5.34 | 4 |
| 08.07 → 17.07 | Short | 100.0% | +3.22% | 10.01 | 4 |
| 08.07 → 18.07 | Short | 100.0% | +2.57% | 6.38 | 4 |