United States
Over 2018 to 2025 (8 years of data), WHRUSUSD has tended to move short between 08.10 and 27.10, closing higher in 87.5% of those years for an average +3.80% move and an annualized Sharpe of 3.05.
Best window
08.10 - 27.10
Direction
Short
Win rate
87.5%
Avg return
+3.80%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 27.10 | Short | 87.5% | +3.80% | 3.05 | 8 |
| 09.10 → 29.10 | Short | 87.5% | +3.52% | 2.42 | 8 |
| 11.10 → 18.10 | Long | 87.5% |
| +1.81% |
| 8.28 |
| 8 |
| 06.10 → 29.10 | Short | 75.0% | +4.30% | 2.83 | 8 |
| 08.10 → 25.11 | Long | 75.0% | +4.21% | 1.29 | 8 |
| 09.10 → 27.10 | Short | 75.0% | +3.91% | 3.26 | 8 |
| 07.10 → 29.10 | Short | 75.0% | +3.62% | 2.53 | 8 |
| 06.10 → 31.10 | Short | 75.0% | +3.46% | 2.09 | 8 |