Over 2017 to 2025 (9 years of data), WFCUSUSD has tended to move long between 14.07 and 24.07, closing higher in 100.0% of those years for an average +5.23% move and an annualized Sharpe of 7.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 24.07 | Long | 100.0% | +5.23% | 7.39 | 9 |
| 14.07 → 26.07 | Long | 100.0% | +5.08% | 8.15 | 9 |
| 14.07 → 27.07 | Long | 100.0% | +4.82% | 6.08 | 9 |
| 14.07 → 25.07 | Long | 100.0% | +4.79% | 7.07 | 9 |
| 15.07 → 25.07 | Long | 100.0% | +3.52% | 6.86 | 9 |
| 14.07 → 29.07 | Long | 88.9% | +5.20% | 5.43 | 9 |
| 14.07 → 23.07 | Long | 88.9% | +4.82% | 6.63 | 9 |
| 14.07 → 28.07 | Long | 88.9% | +4.58% | 5.44 | 9 |