Over 2017 to 2025 (9 years of data), WDCUSUSD has tended to move long between 07.07 and 12.07, closing higher in 100.0% of those years for an average +4.80% move and an annualized Sharpe of 8.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 12.07 | Long | 100.0% | +4.80% | 8.86 | 8 |
| 07.07 → 11.07 | Long | 100.0% | +4.35% | 8.48 | 8 |
| 07.07 → 10.07 | Long | 100.0% | +3.84% | 10.45 | 8 |
| 08.07 → 13.07 | Long | 100.0% | +3.82% | 9.37 | 8 |
| 08.07 → 12.07 | Long | 100.0% | +3.77% | 10.97 | 8 |
| 08.07 → 11.07 | Long | 100.0% | +3.32% | 10.35 | 8 |
| 07.07 → 13.07 | Long | 87.5% | +4.85% | 8.12 | 8 |
| 07.07 → 14.07 | Long | 87.5% | +4.63% | 7.13 | 8 |