United States
Over 2022 to 2025 (4 years of data), WPCUSUSD has tended to move long between 09.10 and 18.10, closing higher in 100.0% of those years for an average +1.67% move and an annualized Sharpe of 8.77.
Best window
09.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+1.67%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 100.0% | +1.67% | 8.77 | 4 |
| 09.10 → 13.10 | Long | 100.0% | +1.42% | 8.04 | 4 |
| 07.10 → 18.10 | Long | 100.0% |
| +1.16% |
| 4.97 |
| 4 |
| 08.10 → 18.10 | Long | 100.0% | +1.10% | 4.83 | 4 |
| 10.10 → 18.10 | Long | 100.0% | +0.89% | 6.71 | 4 |
| 10.10 → 13.10 | Long | 100.0% | +0.63% | 23.15 | 4 |
| 11.10 → 01.12 | Long | 75.0% | +6.68% | 1.81 | 4 |
| 10.10 → 01.12 | Long | 75.0% | +6.49% | 1.75 | 4 |