Over 2022 to 2025 (4 years of data), WEXUSUSD has tended to move short between 27.08 and 26.10, closing higher in 100.0% of those years for an average +6.67% move and an annualized Sharpe of 5.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 26.10 | Short | 100.0% | +6.67% | 5.54 | 4 |
| 26.08 → 25.10 | Short | 100.0% | +6.30% | 4.51 | 4 |
| 26.08 → 24.10 | Short | 100.0% | +5.84% | 2.91 | 4 |
| 27.08 → 25.10 | Short | 100.0% | +5.03% | 8.52 | 4 |
| 27.08 → 24.10 | Short | 100.0% | +4.59% | 3.56 | 4 |
| 27.08 → 11.09 | Long | 100.0% | +3.61% | 9.15 | 4 |
| 27.08 → 09.09 | Long | 100.0% | +3.10% | 6.66 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +2.92% | 22.83 | 4 |