United States
Over 2017 to 2025 (9 years of data), WMTUSUSD has tended to move long between 08.10 and 29.11, closing higher in 100.0% of those years for an average +7.75% move and an annualized Sharpe of 3.55.
Best window
08.10 - 29.11
Direction
Long
Win rate
100.0%
Avg return
+7.75%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 29.11 | Long | 100.0% | +7.75% | 3.55 | 9 |
| 08.10 → 28.11 | Long | 100.0% | +7.67% | 3.70 | 9 |
| 08.10 → 30.11 | Long | 100.0% |
| +7.52% |
| 3.35 |
| 9 |
| 07.10 → 29.11 | Long | 100.0% | +7.42% | 3.67 | 9 |
| 07.10 → 28.11 | Long | 100.0% | +7.33% | 3.83 | 9 |
| 09.10 → 29.11 | Long | 100.0% | +7.24% | 3.20 | 9 |
| 07.10 → 30.11 | Long | 100.0% | +7.18% | 3.46 | 9 |
| 07.10 → 05.12 | Long | 100.0% | +7.18% | 2.77 | 9 |