United States
Over 2022 to 2025 (4 years of data), WEXUSUSD has tended to move long between 12.10 and 18.10, closing higher in 100.0% of those years for an average +2.24% move and an annualized Sharpe of 17.68.
Best window
12.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.24%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 18.10 | Long | 100.0% | +2.24% | 17.68 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +1.98% | 24.35 | 4 |
| 08.10 → 23.10 | Long | 100.0% |
| +1.58% |
| 11.18 |
| 4 |
| 07.10 → 23.10 | Long | 100.0% | +1.51% | 20.39 | 4 |
| 09.10 → 23.10 | Long | 100.0% | +1.29% | 10.02 | 4 |
| 11.10 → 19.10 | Long | 100.0% | +0.93% | 9.66 | 4 |
| 10.10 → 17.11 | Short | 75.0% | +6.24% | 2.05 | 4 |
| 10.10 → 16.11 | Short | 75.0% | +5.98% | 1.84 | 4 |