Over 2022 to 2025 (4 years of data), WPCUSUSD has tended to move long between 10.07 and 28.07, closing higher in 100.0% of those years for an average +6.36% move and an annualized Sharpe of 7.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Long | 100.0% | +6.36% | 7.00 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +6.30% | 7.36 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +6.16% | 6.17 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +6.09% | 6.92 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +6.07% | 5.89 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +6.01% | 6.26 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +5.87% | 5.21 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +5.80% | 5.83 | 4 |