Over 2022 to 2025 (4 years of data), WALUSUSD has tended to move long between 09.07 and 24.08, closing higher in 100.0% of those years for an average +20.63% move and an annualized Sharpe of 4.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 24.08 | Long | 100.0% | +20.63% | 4.31 | 4 |
| 09.07 → 28.08 | Long | 100.0% | +20.12% | 3.92 | 4 |
| 09.07 → 23.08 | Long | 100.0% | +20.10% | 4.13 | 4 |
| 09.07 → 31.08 | Long | 100.0% | +20.08% | 3.37 | 4 |
| 09.07 → 29.08 | Long | 100.0% | +19.96% | 3.89 | 4 |
| 07.07 → 24.08 | Long | 100.0% | +19.94% | 4.70 | 4 |
| 09.07 → 03.09 | Long | 100.0% | +19.88% | 3.37 | 4 |
| 09.07 → 02.09 | Long | 100.0% | +19.82% | 3.21 | 4 |