United States
Over 2022 to 2025 (4 years of data), WBSUSUSD has tended to move long between 09.10 and 02.12, closing higher in 100.0% of those years for an average +19.32% move and an annualized Sharpe of 4.12.
Best window
09.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+19.32%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.12 | Long | 100.0% | +19.32% | 4.12 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +19.17% | 6.20 | 4 |
| 09.10 → 01.12 | Long | 100.0% |
| +18.77% |
| 4.04 |
| 4 |
| 11.10 → 01.12 | Long | 100.0% | +18.62% | 6.01 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +18.36% | 4.09 | 4 |
| 05.10 → 02.12 | Long | 100.0% | +18.31% | 3.72 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +18.17% | 3.83 | 4 |
| 09.10 → 29.11 | Long | 100.0% | +17.81% | 3.60 | 4 |