Over 2022 to 2025 (4 years of data), WHUSUSD has tended to move long between 08.07 and 27.07, closing higher in 100.0% of those years for an average +7.59% move and an annualized Sharpe of 12.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 100.0% | +7.59% | 12.41 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +7.52% | 10.73 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +7.45% | 10.97 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +7.37% | 12.10 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +7.30% | 11.41 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +7.27% | 26.55 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +7.24% | 9.92 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +7.21% | 10.41 | 4 |