Over 2022 to 2025 (4 years of data), WALUSUSD has tended to move short between 26.08 and 20.10, closing higher in 100.0% of those years for an average +14.53% move and an annualized Sharpe of 3.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 20.10 | Short | 100.0% | +14.53% | 3.88 | 4 |
| 25.08 → 20.10 | Short | 100.0% | +14.43% | 4.00 | 4 |
| 24.08 → 20.10 | Short | 100.0% | +13.88% | 3.97 | 4 |
| 26.08 → 21.10 | Short | 100.0% | +13.56% | 4.24 | 4 |
| 25.08 → 21.10 | Short | 100.0% | +13.45% | 4.36 | 4 |
| 24.08 → 21.10 | Short | 100.0% | +12.88% | 4.39 | 4 |
| 26.08 → 19.10 | Short | 100.0% | +11.69% | 3.39 | 4 |
| 25.08 → 19.10 | Short | 100.0% | +11.59% | 3.55 | 4 |