Over 2022 to 2025 (4 years of data), WRKUSUSD has tended to move long between 13.07 and 11.09, closing higher in 50.0% of those years for an average +6.47% move and an annualized Sharpe of 2.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 50.0% | +6.47% | 2.19 | 4 |
| 09.07 → 02.08 | Long | 50.0% | +6.46% | 2.80 | 4 |
| 13.07 → 02.08 | Long | 50.0% | +6.46% | 4.03 | 4 |
| 13.07 → 11.08 | Long | 50.0% | +6.45% | 3.53 | 4 |
| 13.07 → 12.08 | Long | 50.0% | +6.45% | 3.47 | 4 |
| 09.07 → 11.08 | Long | 50.0% | +6.40% | 2.69 | 4 |
| 09.07 → 12.08 | Long | 50.0% | +6.40% | 2.65 | 4 |
| 10.07 → 02.08 | Long | 50.0% | +6.39% | 3.00 | 4 |