Over 2017 to 2025 (9 years of data), WFCUSUSD has tended to move long between 13.07 and 26.07, closing higher in 100.0% of those years for an average +5.07% move and an annualized Sharpe of 6.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 26.07 | Long | 100.0% | +5.07% | 6.63 | 9 |
| 13.07 → 25.07 | Long | 100.0% | +4.79% | 7.97 | 9 |
| 13.07 → 23.07 | Long | 100.0% | +4.42% | 7.06 | 9 |
| 13.07 → 24.07 | Long | 100.0% | +4.32% | 6.34 | 9 |
| 11.07 → 24.07 | Long | 100.0% | +3.55% | 5.93 | 9 |
| 12.07 → 26.07 | Long | 88.9% | +5.09% | 7.02 | 9 |
| 12.07 → 25.07 | Long | 88.9% | +4.82% | 8.01 | 9 |
| 10.07 → 26.07 | Long | 88.9% | +4.71% | 5.87 | 9 |