Over 2022 to 2025 (4 years of data), WRBUSUSD has tended to move short between 07.07 and 14.07, closing higher in 100.0% of those years for an average +10.98% move and an annualized Sharpe of 6.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 14.07 | Short | 100.0% | +10.98% | 6.51 | 4 |
| 08.07 → 14.07 | Short | 100.0% | +10.89% | 6.94 | 4 |
| 07.07 → 15.07 | Short | 100.0% | +10.72% | 6.08 | 4 |
| 07.07 → 13.07 | Short | 100.0% | +10.67% | 6.67 | 4 |
| 08.07 → 15.07 | Short | 100.0% | +10.63% | 6.41 | 4 |
| 08.07 → 13.07 | Short | 100.0% | +10.58% | 7.20 | 4 |
| 09.07 → 14.07 | Short | 100.0% | +10.36% | 7.01 | 4 |
| 09.07 → 15.07 | Short | 100.0% | +10.10% | 6.37 | 4 |