United States
Over 2022 to 2025 (4 years of data), WLKUSUSD has tended to move short between 06.10 and 20.10, closing higher in 100.0% of those years for an average +5.11% move and an annualized Sharpe of 8.28.
Best window
06.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+5.11%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Short | 100.0% | +5.11% | 8.28 | 4 |
| 06.10 → 12.10 | Short | 100.0% | +2.33% | 8.29 | 4 |
| 07.10 → 12.10 | Short | 100.0% |
| +1.82% |
| 9.13 |
| 4 |
| 06.10 → 31.10 | Short | 75.0% | +6.82% | 2.77 | 4 |
| 06.10 → 09.11 | Short | 75.0% | +6.61% | 2.03 | 4 |
| 07.10 → 31.10 | Short | 75.0% | +6.30% | 2.52 | 4 |
| 07.10 → 09.11 | Short | 75.0% | +6.11% | 1.88 | 4 |
| 09.10 → 31.10 | Short | 75.0% | +5.94% | 2.58 | 4 |