Over 2022 to 2025 (4 years of data), WLKUSUSD has tended to move short between 22.08 and 20.10, closing higher in 100.0% of those years for an average +9.67% move and an annualized Sharpe of 8.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 20.10 | Short | 100.0% | +9.67% | 8.57 | 4 |
| 17.08 → 25.09 | Short | 100.0% | +9.48% | 3.49 | 4 |
| 19.08 → 25.09 | Short | 100.0% | +9.47% | 3.52 | 4 |
| 18.08 → 25.09 | Short | 100.0% | +9.36% | 3.54 | 4 |
| 21.08 → 20.10 | Short | 100.0% | +9.13% | 7.04 | 4 |
| 20.08 → 19.10 | Short | 100.0% | +8.90% | 14.27 | 4 |
| 22.08 → 19.10 | Short | 100.0% | +8.68% | 11.30 | 4 |
| 22.08 → 21.10 | Short | 100.0% | +8.59% | 7.54 | 4 |