Over 2018 to 2025 (8 years of data), SHWUSUSD has tended to move long between 08.07 and 06.09, closing higher in 100.0% of those years for an average +11.23% move and an annualized Sharpe of 4.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Long | 100.0% | +11.23% | 4.35 | 8 |
| 10.07 → 06.09 | Long | 100.0% | +11.23% | 4.47 | 8 |
| 10.07 → 07.09 | Long | 100.0% | +11.18% | 4.50 | 8 |
| 10.07 → 15.08 | Long | 100.0% | +11.01% | 6.76 | 8 |
| 07.07 → 15.08 | Long | 100.0% | +11.00% | 6.98 | 8 |
| 08.07 → 15.08 | Long | 100.0% | +11.00% | 6.75 | 8 |
| 09.07 → 06.09 | Long | 100.0% | +10.67% | 4.42 | 8 |
| 09.07 → 07.09 | Long | 100.0% | +10.62% | 4.49 | 8 |