Over 2022 to 2025 (4 years of data), WSMUSUSD has tended to move long between 18.07 and 31.07, closing higher in 100.0% of those years for an average +8.68% move and an annualized Sharpe of 15.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.07 → 31.07 | Long | 100.0% | +8.68% | 15.04 | 4 |
| 18.07 → 29.07 | Long | 100.0% | +8.40% | 14.51 | 4 |
| 18.07 → 28.07 | Long | 100.0% | +8.16% | 12.92 | 4 |
| 19.07 → 31.07 | Long | 100.0% | +8.07% | 25.79 | 4 |
| 19.07 → 29.07 | Long | 100.0% | +7.79% | 23.94 | 4 |
| 19.07 → 17.09 | Long | 100.0% | +7.79% | 3.14 | 4 |
| 19.07 → 30.07 | Long | 100.0% | +7.64% | 11.70 | 4 |
| 19.07 → 28.07 | Long | 100.0% | +7.54% | 20.81 | 4 |