United States
Over 2022 to 2025 (4 years of data), WDAYUSUSD has tended to move long between 11.10 and 25.11, closing higher in 100.0% of those years for an average +5.07% move and an annualized Sharpe of 3.33.
Best window
11.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+5.07%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 100.0% | +5.07% | 3.33 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +2.41% | 10.08 | 4 |
| 11.10 → 05.11 | Short | 100.0% |
| +2.08% |
| 2.75 |
| 4 |
| 09.10 → 18.10 | Long | 100.0% | +1.58% | 10.26 | 4 |
| 11.10 → 09.12 | Long | 75.0% | +13.16% | 2.97 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +12.90% | 2.88 | 4 |
| 09.10 → 08.12 | Long | 75.0% | +12.79% | 2.32 | 4 |
| 08.10 → 07.12 | Long | 75.0% | +12.70% | 2.40 | 4 |