Over 2020 to 2025 (6 years of data), WSMLGBUSD has tended to move long between 07.07 and 02.09, closing higher in 100.0% of those years for an average +5.56% move and an annualized Sharpe of 5.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 100.0% | +5.56% | 5.12 | 6 |
| 07.07 → 28.08 | Long | 100.0% | +5.50% | 4.93 | 6 |
| 07.07 → 29.08 | Long | 100.0% | +5.33% | 4.86 | 6 |
| 07.07 → 30.08 | Long | 100.0% | +5.30% | 4.97 | 6 |
| 11.07 → 02.09 | Long | 100.0% | +5.27% | 4.28 | 6 |
| 10.07 → 02.09 | Long | 100.0% | +5.21% | 3.73 | 6 |
| 08.07 → 02.09 | Long | 100.0% | +5.19% | 3.99 | 6 |
| 08.07 → 28.08 | Long | 100.0% | +5.12% | 4.15 | 6 |