Over 2020 to 2025 (6 years of data), WTAIUSUSD has tended to move long between 12.07 and 29.07, closing higher in 83.3% of those years for an average +2.17% move and an annualized Sharpe of 1.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.07 | Long | 83.3% | +2.17% | 1.89 | 6 |
| 07.07 → 29.07 | Long | 83.3% | +2.14% | 1.94 | 6 |
| 07.07 → 23.07 | Long | 83.3% | +2.08% | 4.58 | 6 |
| 07.07 → 31.07 | Long | 83.3% | +2.06% | 1.82 | 6 |
| 12.07 → 30.07 | Long | 83.3% | +2.05% | 1.61 | 6 |
| 07.07 → 22.07 | Long | 83.3% | +2.02% | 3.72 | 6 |
| 07.07 → 30.07 | Long | 83.3% | +2.02% | 1.58 | 6 |
| 12.07 → 28.07 | Long | 83.3% | +2.00% | 1.86 | 6 |