Over 2022 to 2025 (4 years of data), WWDUSUSD has tended to move long between 13.07 and 29.07, closing higher in 100.0% of those years for an average +10.15% move and an annualized Sharpe of 5.47.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 29.07 | Long | 100.0% | +10.15% | 5.47 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +9.76% | 5.36 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +9.37% | 7.93 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +8.98% | 7.57 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +8.95% | 4.44 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +8.63% | 5.70 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +8.62% | 5.69 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +8.57% | 4.24 | 4 |