Over 2022 to 2025 (4 years of data), WUSUSD has tended to move short between 17.08 and 28.08, closing higher in 100.0% of those years for an average +10.96% move and an annualized Sharpe of 7.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 28.08 | Short | 100.0% | +10.96% | 7.66 | 4 |
| 17.08 → 27.08 | Short | 100.0% | +10.66% | 7.44 | 4 |
| 16.08 → 28.08 | Short | 100.0% | +10.57% | 7.71 | 4 |
| 17.08 → 29.08 | Short | 100.0% | +10.52% | 7.41 | 4 |
| 16.08 → 29.08 | Short | 100.0% | +10.16% | 8.00 | 4 |
| 17.08 → 22.08 | Short | 100.0% | +10.05% | 9.78 | 4 |
| 17.08 → 31.08 | Short | 100.0% | +9.97% | 5.42 | 4 |
| 17.08 → 30.08 | Short | 100.0% | +9.78% | 5.79 | 4 |