Over 2017 to 2025 (9 years of data), WDCUSUSD has tended to move long between 09.09 and 26.09, closing higher in 87.5% of those years for an average +2.33% move and an annualized Sharpe of 0.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 26.09 | Long | 87.5% | +2.33% | 0.98 | 8 |
| 09.09 → 25.09 | Long | 87.5% | +1.53% | 0.72 | 8 |
| 11.09 → 16.09 | Long | 87.5% | +0.87% | 1.11 | 8 |
| 11.09 → 15.09 | Long | 87.5% | +0.56% | 0.90 | 8 |
| 14.09 → 11.11 | Long | 75.0% | +6.90% | 0.62 | 8 |
| 09.09 → 27.09 | Long | 75.0% | +3.24% | 1.17 | 8 |
| 09.09 → 28.09 | Long | 75.0% | +3.23% | 1.16 | 8 |
| 12.09 → 28.09 | Long | 75.0% | +2.99% | 1.11 | 8 |