United States
Over 2022 to 2025 (4 years of data), WALUSUSD has tended to move long between 11.10 and 01.12, closing higher in 100.0% of those years for an average +10.55% move and an annualized Sharpe of 5.77.
Best window
11.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+10.55%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 01.12 | Long | 100.0% | +10.55% | 5.77 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +10.03% | 4.40 | 4 |
| 11.10 → 30.11 | Long | 100.0% |
| +9.09% |
| 20.56 |
| 4 |
| 10.10 → 01.12 | Long | 100.0% | +9.06% | 3.19 | 4 |
| 05.10 → 20.10 | Short | 100.0% | +8.77% | 7.01 | 4 |
| 11.10 → 25.11 | Long | 100.0% | +8.74% | 10.12 | 4 |
| 06.10 → 20.10 | Short | 100.0% | +8.72% | 8.10 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +8.61% | 10.94 | 4 |