Over 2017 to 2025 (9 years of data), WBAUSUSD has tended to move long between 21.07 and 24.07, closing higher in 100.0% of those years for an average +2.12% move and an annualized Sharpe of 25.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.07 → 24.07 | Long | 100.0% | +2.12% | 25.25 | 8 |
| 21.07 → 30.07 | Long | 87.5% | +4.16% | 6.57 | 8 |
| 21.07 → 29.07 | Long | 87.5% | +3.89% | 7.61 | 8 |
| 21.07 → 28.07 | Long | 87.5% | +3.63% | 7.26 | 8 |
| 22.07 → 30.07 | Long | 87.5% | +3.55% | 5.69 | 8 |
| 21.07 → 27.07 | Long | 87.5% | +3.45% | 7.79 | 8 |
| 22.07 → 29.07 | Long | 87.5% | +3.28% | 6.44 | 8 |
| 21.07 → 31.07 | Long | 87.5% | +3.27% | 6.00 | 8 |