Over 2022 to 2025 (4 years of data), WTRGUSUSD has tended to move long between 09.07 and 01.08, closing higher in 100.0% of those years for an average +7.89% move and an annualized Sharpe of 8.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 01.08 | Long | 100.0% | +7.89% | 8.12 | 4 |
| 10.07 → 01.08 | Long | 100.0% | +7.88% | 7.81 | 4 |
| 08.07 → 01.08 | Long | 100.0% | +7.77% | 9.04 | 4 |
| 09.07 → 02.08 | Long | 100.0% | +7.75% | 6.70 | 4 |
| 10.07 → 02.08 | Long | 100.0% | +7.74% | 6.50 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +7.71% | 8.45 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +7.71% | 7.91 | 4 |
| 08.07 → 02.08 | Long | 100.0% | +7.63% | 7.10 | 4 |