Over 2022 to 2025 (4 years of data), WSOUSUSD has tended to move short between 25.08 and 23.10, closing higher in 100.0% of those years for an average +7.76% move and an annualized Sharpe of 3.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 23.10 | Short | 100.0% | +7.76% | 3.57 | 4 |
| 26.08 → 23.10 | Short | 100.0% | +7.63% | 3.86 | 4 |
| 26.08 → 24.10 | Short | 100.0% | +6.47% | 2.77 | 4 |
| 26.08 → 25.10 | Short | 100.0% | +6.46% | 3.68 | 4 |
| 25.08 → 13.09 | Short | 100.0% | +3.22% | 5.36 | 4 |
| 26.08 → 13.09 | Short | 100.0% | +3.07% | 6.95 | 4 |
| 23.08 → 13.09 | Short | 100.0% | +3.02% | 4.75 | 4 |
| 25.08 → 12.09 | Short | 100.0% | +2.85% | 4.06 | 4 |