United States
Over 2022 to 2025 (4 years of data), WABUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +14.72% move and an annualized Sharpe of 8.88.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+14.72%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +14.72% | 8.88 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +14.29% | 10.60 | 4 |
| 11.10 → 05.12 | Long | 100.0% |
| +14.21% |
| 10.85 |
| 4 |
| 08.10 → 04.12 | Long | 100.0% | +14.16% | 8.20 | 4 |
| 08.10 → 05.12 | Long | 100.0% | +14.06% | 8.88 | 4 |
| 10.10 → 04.12 | Long | 100.0% | +13.90% | 9.86 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +13.88% | 9.26 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +13.84% | 7.46 | 4 |