Over 2022 to 2025 (4 years of data), WEXUSUSD has tended to move long between 12.07 and 10.09, closing higher in 100.0% of those years for an average +8.05% move and an annualized Sharpe of 3.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 100.0% | +8.05% | 3.91 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +7.53% | 7.69 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +7.50% | 5.89 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +7.38% | 3.43 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +7.16% | 4.86 | 4 |
| 07.07 → 29.08 | Long | 100.0% | +7.05% | 3.62 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +7.05% | 7.90 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +7.02% | 6.05 | 4 |