United States
Over 2017 to 2025 (9 years of data), WFCUSUSD has tended to move long between 08.10 and 02.12, closing higher in 100.0% of those years for an average +11.18% move and an annualized Sharpe of 3.41.
Best window
08.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+11.18%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 100.0% | +11.18% | 3.41 | 9 |
| 07.10 → 02.12 | Long | 100.0% | +11.17% | 3.11 | 9 |
| 12.10 → 02.12 | Long | 100.0% |
| +11.10% |
| 4.79 |
| 9 |
| 09.10 → 02.12 | Long | 100.0% | +11.05% | 3.22 | 9 |
| 06.10 → 02.12 | Long | 100.0% | +11.00% | 3.09 | 9 |
| 11.10 → 02.12 | Long | 100.0% | +10.81% | 4.09 | 9 |
| 08.10 → 29.11 | Long | 100.0% | +10.71% | 3.19 | 9 |
| 07.10 → 29.11 | Long | 100.0% | +10.69% | 2.98 | 9 |