United States
Over 2022 to 2025 (4 years of data), WENUSUSD has tended to move long between 09.10 and 05.11, closing higher in 100.0% of those years for an average +5.52% move and an annualized Sharpe of 4.34.
Best window
09.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+5.52%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 05.11 | Long | 100.0% | +5.52% | 4.34 | 4 |
| 09.10 → 21.10 | Long | 100.0% | +4.91% | 8.56 | 4 |
| 07.10 → 21.10 | Long | 100.0% |
| +4.72% |
| 6.57 |
| 3 |
| 08.10 → 21.10 | Long | 100.0% | +4.48% | 7.08 | 4 |
| 09.10 → 24.10 | Long | 100.0% | +4.48% | 5.73 | 4 |
| 10.10 → 24.10 | Long | 100.0% | +4.48% | 5.84 | 4 |
| 10.10 → 19.10 | Long | 100.0% | +4.06% | 7.19 | 4 |
| 09.10 → 22.10 | Long | 100.0% | +4.05% | 7.99 | 4 |