Over 2022 to 2025 (4 years of data), WTWUSUSD has tended to move long between 12.07 and 25.07, closing higher in 100.0% of those years for an average +4.87% move and an annualized Sharpe of 8.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 25.07 | Long | 100.0% | +4.87% | 8.22 | 4 |
| 13.07 → 25.07 | Long | 100.0% | +4.06% | 7.76 | 4 |
| 12.07 → 24.07 | Long | 100.0% | +4.00% | 6.77 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +3.78% | 6.32 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +3.57% | 5.47 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +3.44% | 5.69 | 4 |
| 13.07 → 24.07 | Long | 100.0% | +3.20% | 5.80 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +2.98% | 5.40 | 4 |