Over 2017 to 2025 (9 years of data), WYNNUSUSD has tended to move short between 13.07 and 09.08, closing higher in 87.5% of those years for an average +5.51% move and an annualized Sharpe of 1.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 09.08 | Short | 87.5% | +5.51% | 1.74 | 8 |
| 12.07 → 09.08 | Short | 87.5% | +5.15% | 1.59 | 8 |
| 13.07 → 08.08 | Short | 87.5% | +5.15% | 1.61 | 8 |
| 13.07 → 05.08 | Short | 87.5% | +4.93% | 1.62 | 8 |
| 12.07 → 08.08 | Short | 87.5% | +4.79% | 1.46 | 8 |
| 13.07 → 07.08 | Short | 87.5% | +4.60% | 1.52 | 8 |
| 12.07 → 05.08 | Short | 87.5% | +4.58% | 1.49 | 8 |
| 13.07 → 03.08 | Short | 87.5% | +4.51% | 1.53 | 8 |