Over 2020 to 2025 (6 years of data), WTAIUSUSD has tended to move short between 16.08 and 20.08, closing higher in 83.3% of those years for an average +2.80% move and an annualized Sharpe of 9.80.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 20.08 | Short | 83.3% | +2.80% | 9.80 | 6 |
| 21.08 → 16.10 | Long | 83.3% | +2.62% | 0.60 | 6 |
| 21.08 → 15.10 | Long | 83.3% | +2.59% | 0.62 | 6 |
| 21.08 → 29.08 | Long | 83.3% | +2.51% | 6.26 | 6 |
| 21.08 → 02.09 | Long | 83.3% | +2.43% | 2.52 | 6 |
| 21.08 → 31.08 | Long | 83.3% | +2.42% | 3.51 | 6 |
| 21.08 → 17.10 | Long | 83.3% | +2.41% | 0.59 | 6 |
| 20.08 → 16.10 | Long | 83.3% | +2.34% | 0.57 | 6 |