Over 2017 to 2025 (9 years of data), WMTUSUSD has tended to move long between 26.07 and 12.09, closing higher in 100.0% of those years for an average +7.21% move and an annualized Sharpe of 4.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 12.09 | Long | 100.0% | +7.21% | 4.73 | 8 |
| 27.07 → 12.09 | Long | 100.0% | +7.08% | 4.38 | 8 |
| 26.07 → 13.09 | Long | 100.0% | +7.04% | 4.80 | 8 |
| 26.07 → 07.09 | Long | 100.0% | +6.98% | 6.26 | 8 |
| 26.07 → 09.09 | Long | 100.0% | +6.95% | 5.75 | 8 |
| 27.07 → 13.09 | Long | 100.0% | +6.92% | 4.38 | 8 |
| 26.07 → 11.09 | Long | 100.0% | +6.86% | 4.58 | 8 |
| 27.07 → 07.09 | Long | 100.0% | +6.85% | 5.67 | 8 |