Over 2017 to 2025 (9 years of data), WBAUSUSD has tended to move long between 08.07 and 29.07, closing higher in 87.5% of those years for an average +3.16% move and an annualized Sharpe of 3.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 29.07 | Long | 87.5% | +3.16% | 3.97 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +2.76% | 3.60 | 8 |
| 08.07 → 28.07 | Long | 87.5% | +2.69% | 3.48 | 8 |
| 10.07 → 02.08 | Long | 87.5% | +2.63% | 2.76 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +2.57% | 2.86 | 8 |
| 09.07 → 02.08 | Long | 87.5% | +2.55% | 3.17 | 8 |
| 08.07 → 27.07 | Long | 87.5% | +2.38% | 2.84 | 8 |
| 08.07 → 25.07 | Long | 87.5% | +2.28% | 3.55 | 8 |