Over 2022 to 2025 (4 years of data), WPCUSUSD has tended to move short between 26.08 and 25.10, closing higher in 75.0% of those years for an average +9.42% move and an annualized Sharpe of 2.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 25.10 | Short | 75.0% | +9.42% | 2.91 | 4 |
| 25.08 → 24.10 | Short | 75.0% | +9.22% | 2.74 | 4 |
| 26.08 → 24.10 | Short | 75.0% | +9.21% | 2.70 | 4 |
| 24.08 → 21.10 | Short | 75.0% | +9.18% | 2.51 | 4 |
| 25.08 → 21.10 | Short | 75.0% | +9.13% | 2.54 | 4 |
| 26.08 → 21.10 | Short | 75.0% | +9.12% | 2.50 | 4 |
| 24.08 → 22.10 | Short | 75.0% | +8.96% | 2.44 | 4 |
| 24.08 → 10.10 | Short | 75.0% | +8.94% | 2.86 | 4 |