Over 2022 to 2025 (4 years of data), WDAYUSUSD has tended to move long between 21.08 and 09.09, closing higher in 100.0% of those years for an average +7.25% move and an annualized Sharpe of 6.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 09.09 | Long | 100.0% | +7.25% | 6.83 | 4 |
| 20.08 → 09.09 | Long | 100.0% | +7.05% | 5.98 | 4 |
| 21.08 → 08.09 | Long | 100.0% | +6.83% | 6.76 | 4 |
| 20.08 → 08.09 | Long | 100.0% | +6.63% | 5.93 | 4 |
| 21.08 → 31.08 | Long | 100.0% | +6.58% | 7.43 | 4 |
| 21.08 → 07.09 | Long | 100.0% | +6.52% | 6.34 | 4 |
| 20.08 → 31.08 | Long | 100.0% | +6.39% | 6.42 | 4 |
| 21.08 → 30.08 | Long | 100.0% | +6.35% | 7.52 | 4 |