Over 2022 to 2025 (4 years of data), WENUSUSD has tended to move long between 11.07 and 22.07, closing higher in 100.0% of those years for an average +4.52% move and an annualized Sharpe of 9.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 22.07 | Long | 100.0% | +4.52% | 9.68 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +4.40% | 6.73 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +4.05% | 6.37 | 4 |
| 13.07 → 03.09 | Short | 100.0% | +3.99% | 3.50 | 4 |
| 12.07 → 05.09 | Short | 100.0% | +3.47% | 3.18 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +3.34% | 6.90 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +3.33% | 13.95 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +3.31% | 6.42 | 4 |