Over 2017 to 2025 (9 years of data), WMTUSUSD has tended to move long between 27.08 and 23.10, closing higher in 100.0% of those years for an average +6.30% move and an annualized Sharpe of 4.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 23.10 | Long | 100.0% | +6.30% | 4.47 | 8 |
| 27.08 → 24.10 | Long | 100.0% | +6.13% | 4.93 | 8 |
| 27.08 → 25.10 | Long | 100.0% | +6.04% | 5.76 | 8 |
| 26.08 → 23.10 | Long | 100.0% | +6.02% | 3.97 | 8 |
| 27.08 → 26.10 | Long | 100.0% | +6.00% | 4.90 | 8 |
| 27.08 → 22.10 | Long | 100.0% | +5.88% | 4.00 | 8 |
| 25.08 → 23.10 | Long | 100.0% | +5.86% | 4.10 | 8 |
| 26.08 → 24.10 | Long | 100.0% | +5.85% | 4.34 | 8 |