United States
Over 2022 to 2025 (4 years of data), WHUSUSD has tended to move long between 10.10 and 22.10, closing higher in 100.0% of those years for an average +7.51% move and an annualized Sharpe of 14.17.
Best window
10.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+7.51%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 22.10 | Long | 100.0% | +7.51% | 14.17 | 4 |
| 10.10 → 21.10 | Long | 100.0% | +7.49% | 17.55 | 4 |
| 08.10 → 22.10 | Long | 100.0% |
| +7.43% |
| 9.52 |
| 4 |
| 08.10 → 21.10 | Long | 100.0% | +7.39% | 11.87 | 4 |
| 09.10 → 22.10 | Long | 100.0% | +7.38% | 10.33 | 4 |
| 09.10 → 21.10 | Long | 100.0% | +7.35% | 12.91 | 4 |
| 11.10 → 22.10 | Long | 100.0% | +7.18% | 14.59 | 4 |
| 11.10 → 21.10 | Long | 100.0% | +7.16% | 16.19 | 4 |