Over 2022 to 2025 (4 years of data), WDAYUSUSD has tended to move long between 12.07 and 08.09, closing higher in 100.0% of those years for an average +14.42% move and an annualized Sharpe of 4.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 08.09 | Long | 100.0% | +14.42% | 4.34 | 4 |
| 12.07 → 10.09 | Long | 100.0% | +14.22% | 3.90 | 4 |
| 12.07 → 07.09 | Long | 100.0% | +14.09% | 4.73 | 4 |
| 12.07 → 09.09 | Long | 100.0% | +13.82% | 3.81 | 4 |
| 12.07 → 06.09 | Long | 100.0% | +13.66% | 4.89 | 4 |
| 12.07 → 30.08 | Long | 100.0% | +13.65% | 5.17 | 4 |
| 12.07 → 31.08 | Long | 100.0% | +13.37% | 5.78 | 4 |
| 12.07 → 29.08 | Long | 100.0% | +13.30% | 5.21 | 4 |