Over 2022 to 2025 (4 years of data), WSTUSUSD has tended to move long between 13.07 and 24.07, closing higher in 100.0% of those years for an average +7.37% move and an annualized Sharpe of 6.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 24.07 | Long | 100.0% | +7.37% | 6.90 | 4 |
| 13.07 → 23.07 | Long | 75.0% | +8.49% | 5.56 | 4 |
| 13.07 → 13.08 | Long | 75.0% | +7.47% | 2.47 | 4 |
| 13.07 → 10.09 | Long | 75.0% | +7.43% | 2.30 | 4 |
| 13.07 → 14.08 | Long | 75.0% | +7.27% | 2.25 | 4 |
| 13.07 → 12.08 | Long | 75.0% | +6.73% | 2.16 | 4 |
| 13.07 → 07.08 | Long | 75.0% | +6.60% | 2.43 | 4 |
| 13.07 → 15.08 | Long | 75.0% | +6.41% | 2.13 | 4 |