Over 2022 to 2025 (4 years of data), WENUSUSD has tended to move short between 16.08 and 03.09, closing higher in 100.0% of those years for an average +5.83% move and an annualized Sharpe of 16.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 03.09 | Short | 100.0% | +5.83% | 16.43 | 4 |
| 17.08 → 03.09 | Short | 100.0% | +5.65% | 12.56 | 4 |
| 18.08 → 03.09 | Short | 100.0% | +5.32% | 9.54 | 4 |
| 19.08 → 03.09 | Short | 100.0% | +5.13% | 10.34 | 4 |
| 16.08 → 06.09 | Short | 100.0% | +5.11% | 6.79 | 4 |
| 16.08 → 04.09 | Short | 100.0% | +5.06% | 9.64 | 4 |
| 17.08 → 04.09 | Short | 100.0% | +4.88% | 7.95 | 4 |
| 16.08 → 05.09 | Short | 100.0% | +4.63% | 7.98 | 4 |