Over 2020 to 2025 (6 years of data), WSMLGBUSD has tended to move long between 22.07 and 30.07, closing higher in 100.0% of those years for an average +1.37% move and an annualized Sharpe of 8.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.07 | Long | 100.0% | +1.37% | 8.69 | 6 |
| 22.07 → 29.07 | Long | 100.0% | +1.13% | 11.24 | 6 |
| 22.07 → 29.08 | Long | 83.3% | +2.71% | 2.61 | 6 |
| 25.07 → 29.08 | Long | 83.3% | +2.68% | 2.92 | 6 |
| 25.07 → 31.08 | Long | 83.3% | +2.41% | 2.79 | 6 |
| 24.07 → 29.08 | Long | 83.3% | +2.38% | 2.59 | 6 |
| 22.07 → 30.08 | Long | 83.3% | +2.34% | 2.33 | 6 |
| 26.07 → 29.08 | Long | 83.3% | +2.33% | 2.79 | 6 |