Over 2022 to 2025 (4 years of data), WTWUSUSD has tended to move long between 08.09 and 04.10, closing higher in 100.0% of those years for an average +3.21% move and an annualized Sharpe of 6.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 04.10 | Long | 100.0% | +3.21% | 6.33 | 4 |
| 09.09 → 04.10 | Long | 100.0% | +3.06% | 6.34 | 4 |
| 08.09 → 01.10 | Long | 100.0% | +2.85% | 6.62 | 4 |
| 11.09 → 04.10 | Long | 100.0% | +2.78% | 4.60 | 4 |
| 08.09 → 15.10 | Long | 100.0% | +2.57% | 3.51 | 4 |
| 08.09 → 02.10 | Long | 100.0% | +2.53% | 5.71 | 4 |
| 13.09 → 04.10 | Long | 100.0% | +2.31% | 14.19 | 4 |
| 12.09 → 04.10 | Long | 100.0% | +2.29% | 7.38 | 4 |