United States
Over 2018 to 2025 (8 years of data), GWWUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +7.23% move and an annualized Sharpe of 2.68.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+7.23%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +7.23% | 2.68 | 7 |
| 11.10 → 03.12 | Long | 100.0% | +6.73% | 2.70 | 7 |
| 12.10 → 02.12 | Long | 100.0% |
| +6.69% |
| 2.65 |
| 7 |
| 12.10 → 03.12 | Long | 100.0% | +6.20% | 2.59 | 7 |
| 06.10 → 02.12 | Long | 85.7% | +7.68% | 2.07 | 7 |
| 11.10 → 28.11 | Long | 85.7% | +7.55% | 2.80 | 7 |
| 12.10 → 11.12 | Long | 85.7% | +7.40% | 2.00 | 7 |
| 08.10 → 02.12 | Long | 85.7% | +7.34% | 2.03 | 7 |