Over 2022 to 2025 (4 years of data), WEXUSUSD has tended to move long between 13.07 and 11.09, closing higher in 100.0% of those years for an average +7.73% move and an annualized Sharpe of 3.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 100.0% | +7.73% | 3.72 | 4 |
| 14.07 → 11.09 | Long | 100.0% | +7.46% | 3.51 | 4 |
| 11.07 → 09.09 | Long | 100.0% | +7.19% | 4.02 | 4 |
| 13.07 → 09.09 | Long | 100.0% | +7.16% | 4.10 | 4 |
| 14.07 → 12.09 | Long | 100.0% | +7.07% | 5.38 | 4 |
| 11.07 → 28.07 | Long | 100.0% | +7.00% | 7.04 | 4 |
| 15.07 → 11.09 | Long | 100.0% | +6.94% | 3.42 | 4 |
| 14.07 → 09.09 | Long | 100.0% | +6.89% | 3.87 | 4 |