Over 2017 to 2025 (9 years of data), WYNNUSUSD has tended to move long between 19.08 and 31.08, closing higher in 87.5% of those years for an average +5.45% move and an annualized Sharpe of 4.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 31.08 | Long | 87.5% | +5.45% | 4.31 | 8 |
| 19.08 → 02.09 | Long | 87.5% | +5.35% | 3.73 | 8 |
| 19.08 → 01.09 | Long | 87.5% | +4.96% | 3.58 | 8 |
| 16.08 → 31.08 | Long | 87.5% | +4.95% | 3.69 | 8 |
| 19.08 → 30.08 | Long | 87.5% | +4.88% | 4.16 | 8 |
| 16.08 → 02.09 | Long | 87.5% | +4.86% | 3.23 | 8 |
| 18.08 → 31.08 | Long | 87.5% | +4.66% | 3.72 | 8 |
| 18.08 → 02.09 | Long | 87.5% | +4.57% | 3.23 | 8 |