Over 2022 to 2025 (4 years of data), WSMUSUSD has tended to move long between 09.07 and 15.08, closing higher in 100.0% of those years for an average +14.35% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 15.08 | Long | 100.0% | +14.35% | 4.40 | 4 |
| 09.07 → 11.08 | Long | 100.0% | +13.31% | 5.48 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +13.09% | 5.50 | 4 |
| 09.07 → 19.08 | Long | 100.0% | +12.91% | 4.46 | 4 |
| 10.07 → 15.08 | Long | 100.0% | +12.47% | 3.71 | 4 |
| 09.07 → 10.08 | Long | 100.0% | +11.82% | 5.74 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +11.76% | 17.36 | 4 |
| 09.07 → 09.08 | Long | 100.0% | +11.71% | 6.11 | 4 |