Over 2022 to 2025 (4 years of data), WUSUSD has tended to move long between 07.07 and 31.07, closing higher in 100.0% of those years for an average +13.02% move and an annualized Sharpe of 5.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 31.07 | Long | 100.0% | +13.02% | 5.88 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +12.46% | 5.87 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +11.45% | 5.44 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +9.14% | 6.90 | 4 |
| 08.07 → 20.07 | Long | 100.0% | +5.08% | 4.52 | 4 |
| 08.07 → 19.07 | Long | 100.0% | +4.76% | 4.53 | 4 |
| 07.07 → 15.08 | Long | 75.0% | +21.30% | 2.93 | 4 |
| 08.07 → 15.08 | Long | 75.0% | +20.58% | 2.98 | 4 |