Over 2022 to 2025 (4 years of data), WLKUSUSD has tended to move long between 07.07 and 24.08, closing higher in 100.0% of those years for an average +9.91% move and an annualized Sharpe of 10.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Long | 100.0% | +9.91% | 10.02 | 4 |
| 07.07 → 23.08 | Long | 100.0% | +9.33% | 8.01 | 4 |
| 07.07 → 25.08 | Long | 100.0% | +8.72% | 15.11 | 4 |
| 07.07 → 22.08 | Long | 100.0% | +8.65% | 5.24 | 4 |
| 07.07 → 26.08 | Long | 100.0% | +8.65% | 14.36 | 4 |
| 10.07 → 24.08 | Long | 100.0% | +8.63% | 4.21 | 4 |
| 09.07 → 24.08 | Long | 100.0% | +8.52% | 5.51 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +8.42% | 7.00 | 4 |