United States
Over 2022 to 2025 (4 years of data), WABUSUSD has tended to move long between 17.09 and 11.11, closing higher in 100.0% of those years for an average +13.52% move and an annualized Sharpe of 6.15.
Best window
17.09 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+13.52%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.09 → 11.11 | Long | 100.0% | +13.52% | 6.15 | 4 |
| 17.09 → 10.11 | Long | 100.0% | +13.39% | 6.28 | 4 |
| 18.09 → 11.11 | Long | 100.0% |
| +13.07% |
| 6.73 |
| 4 |
| 16.09 → 11.11 | Long | 100.0% | +13.05% | 6.16 | 4 |
| 17.09 → 12.11 | Long | 100.0% | +13.01% | 6.78 | 4 |
| 18.09 → 10.11 | Long | 100.0% | +12.94% | 6.84 | 4 |
| 16.09 → 10.11 | Long | 100.0% | +12.92% | 6.23 | 4 |
| 18.09 → 12.11 | Long | 100.0% | +12.57% | 7.35 | 4 |