United States
Over 2017 to 2025 (9 years of data), WBAUSUSD has tended to move long between 08.10 and 05.11, closing higher in 100.0% of those years for an average +10.35% move and an annualized Sharpe of 4.51.
Best window
08.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+10.35%
Sample
7 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 05.11 | Long | 100.0% | +10.35% | 4.51 | 7 |
| 08.10 → 07.11 | Long | 100.0% | +10.17% | 4.53 | 7 |
| 07.10 → 05.11 | Long | 100.0% |
| +9.86% |
| 5.42 |
| 7 |
| 07.10 → 07.11 | Long | 100.0% | +9.70% | 5.38 | 7 |
| 09.10 → 05.11 | Long | 100.0% | +9.70% | 4.10 | 7 |
| 09.10 → 07.11 | Long | 100.0% | +9.50% | 4.20 | 7 |
| 08.10 → 06.11 | Long | 100.0% | +9.16% | 3.90 | 7 |
| 07.10 → 06.11 | Long | 100.0% | +8.67% | 4.70 | 7 |