Over 2022 to 2025 (4 years of data), WUSUSD has tended to move long between 23.08 and 11.09, closing higher in 100.0% of those years for an average +11.73% move and an annualized Sharpe of 5.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 11.09 | Long | 100.0% | +11.73% | 5.52 | 4 |
| 27.08 → 11.09 | Long | 100.0% | +11.48% | 7.12 | 4 |
| 24.08 → 11.09 | Long | 100.0% | +10.27% | 4.74 | 4 |
| 23.08 → 12.09 | Long | 100.0% | +9.94% | 5.54 | 4 |
| 23.08 → 10.09 | Long | 100.0% | +9.92% | 5.34 | 4 |
| 25.08 → 11.09 | Long | 100.0% | +9.79% | 4.32 | 4 |
| 27.08 → 12.09 | Long | 100.0% | +9.71% | 7.44 | 4 |
| 24.08 → 12.09 | Long | 100.0% | +8.50% | 4.56 | 4 |