Over 2022 to 2025 (4 years of data), WSTUSUSD has tended to move long between 21.08 and 09.09, closing higher in 100.0% of those years for an average +1.78% move and an annualized Sharpe of 7.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 09.09 | Long | 100.0% | +1.78% | 7.21 | 4 |
| 20.08 → 09.09 | Long | 100.0% | +1.50% | 5.66 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +1.30% | 15.41 | 4 |
| 20.08 → 25.08 | Long | 100.0% | +1.02% | 11.35 | 4 |
| 15.08 → 09.10 | Short | 75.0% | +6.48% | 1.32 | 4 |
| 16.08 → 09.10 | Short | 75.0% | +6.28% | 1.28 | 4 |
| 17.08 → 09.10 | Short | 75.0% | +6.24% | 1.41 | 4 |
| 15.08 → 08.10 | Short | 75.0% | +6.03% | 1.20 | 4 |