Over 2018 to 2025 (8 years of data), WHRUSUSD has tended to move short between 14.08 and 25.09, closing higher in 75.0% of those years for an average +3.70% move and an annualized Sharpe of 1.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 25.09 | Short | 75.0% | +3.70% | 1.18 | 8 |
| 14.08 → 24.09 | Short | 75.0% | +3.64% | 1.21 | 8 |
| 17.08 → 25.09 | Short | 75.0% | +3.64% | 1.17 | 8 |
| 17.08 → 24.09 | Short | 75.0% | +3.57% | 1.19 | 8 |
| 14.08 → 23.09 | Short | 75.0% | +3.51% | 1.26 | 8 |
| 17.08 → 23.09 | Short | 75.0% | +3.45% | 1.24 | 8 |
| 17.08 → 22.09 | Short | 75.0% | +3.22% | 1.16 | 8 |
| 18.08 → 25.09 | Short | 75.0% | +3.16% | 1.04 | 8 |