Over 2022 to 2025 (4 years of data), WABUSUSD has tended to move long between 09.07 and 22.07, closing higher in 100.0% of those years for an average +4.03% move and an annualized Sharpe of 8.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.07 | Long | 100.0% | +4.03% | 8.08 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +3.87% | 8.10 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +3.84% | 6.93 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +3.78% | 6.37 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +3.68% | 7.48 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +3.35% | 7.38 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +3.24% | 7.28 | 4 |
| 08.07 → 18.07 | Long | 100.0% | +3.15% | 8.79 | 4 |