Over 2018 to 2025 (8 years of data), WHRUSUSD has tended to move long between 07.07 and 11.07, closing higher in 100.0% of those years for an average +3.27% move and an annualized Sharpe of 12.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.07 | Long | 100.0% | +3.27% | 12.88 | 8 |
| 08.07 → 11.07 | Long | 100.0% | +3.15% | 14.85 | 8 |
| 12.07 → 08.08 | Short | 87.5% | +5.54% | 1.42 | 8 |
| 13.07 → 06.09 | Short | 87.5% | +5.13% | 1.11 | 8 |
| 11.07 → 08.08 | Short | 87.5% | +5.03% | 1.28 | 8 |
| 12.07 → 06.09 | Short | 87.5% | +4.96% | 1.03 | 8 |
| 13.07 → 07.09 | Short | 87.5% | +4.93% | 1.07 | 8 |
| 12.07 → 07.09 | Short | 87.5% | +4.76% | 0.99 | 8 |