Over 2022 to 2025 (4 years of data), WSOUSUSD has tended to move long between 08.07 and 27.07, closing higher in 100.0% of those years for an average +5.82% move and an annualized Sharpe of 7.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 100.0% | +5.82% | 7.75 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +5.82% | 5.49 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +4.85% | 9.78 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +4.85% | 5.15 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +4.74% | 14.88 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +4.65% | 12.44 | 4 |
| 10.07 → 27.07 | Long | 100.0% | +4.37% | 6.73 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +4.24% | 10.45 | 4 |