Over 2022 to 2025 (4 years of data), WBSUSUSD has tended to move long between 09.07 and 27.07, closing higher in 100.0% of those years for an average +11.48% move and an annualized Sharpe of 6.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 27.07 | Long | 100.0% | +11.48% | 6.08 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +11.37% | 6.34 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +11.37% | 6.05 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +11.22% | 5.91 | 4 |
| 10.07 → 27.07 | Long | 100.0% | +11.09% | 6.40 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +10.92% | 6.87 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +10.81% | 7.31 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +10.66% | 6.65 | 4 |