Over 2017 to 2025 (9 years of data), WMTUSUSD has tended to move long between 07.07 and 02.09, closing higher in 100.0% of those years for an average +8.91% move and an annualized Sharpe of 3.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 100.0% | +8.91% | 3.16 | 8 |
| 07.07 → 03.09 | Long | 100.0% | +8.80% | 3.67 | 8 |
| 07.07 → 04.09 | Long | 100.0% | +8.61% | 3.60 | 8 |
| 07.07 → 05.09 | Long | 100.0% | +8.52% | 3.54 | 8 |
| 09.07 → 07.09 | Long | 100.0% | +7.88% | 5.47 | 8 |
| 13.07 → 11.09 | Long | 100.0% | +7.75% | 5.06 | 8 |
| 09.07 → 02.09 | Long | 100.0% | +7.71% | 4.06 | 8 |
| 10.07 → 07.09 | Long | 100.0% | +7.69% | 6.25 | 8 |