Over 2022 to 2025 (4 years of data), WALUSUSD has tended to move long between 22.08 and 25.08, closing higher in 100.0% of those years for an average +4.30% move and an annualized Sharpe of 24.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 25.08 | Long | 100.0% | +4.30% | 24.97 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +3.64% | 20.51 | 4 |
| 20.08 → 25.08 | Long | 100.0% | +3.48% | 16.54 | 4 |
| 20.08 → 23.08 | Long | 100.0% | +3.22% | 13.55 | 4 |
| 21.08 → 24.08 | Long | 100.0% | +3.14% | 15.16 | 4 |
| 20.08 → 24.08 | Long | 100.0% | +2.98% | 12.22 | 4 |
| 21.08 → 20.10 | Short | 75.0% | +11.12% | 2.39 | 4 |
| 22.08 → 20.10 | Short | 75.0% | +10.53% | 2.24 | 4 |