United States
Over 2017 to 2025 (9 years of data), WDCUSUSD has tended to move short between 09.10 and 31.10, closing higher in 87.5% of those years for an average +3.82% move and an annualized Sharpe of 1.28.
Best window
09.10 - 31.10
Direction
Short
Win rate
87.5%
Avg return
+3.82%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 31.10 | Short | 87.5% | +3.82% | 1.28 | 8 |
| 08.10 → 31.10 | Short | 87.5% | +3.79% | 1.19 | 8 |
| 11.10 → 22.10 | Long | 87.5% |
| +3.12% |
| 3.60 |
| 8 |
| 11.10 → 21.10 | Long | 87.5% | +2.75% | 3.69 | 8 |
| 05.10 → 10.10 | Short | 87.5% | +2.34% | 4.22 | 8 |
| 05.10 → 09.10 | Short | 87.5% | +2.03% | 5.16 | 8 |
| 09.10 → 02.11 | Short | 87.5% | +0.37% | 0.12 | 8 |
| 08.10 → 02.11 | Short | 87.5% | +0.35% | 0.11 | 8 |