United States
Over 2022 to 2025 (4 years of data), WRBUSUSD has tended to move long between 07.10 and 27.11, closing higher in 100.0% of those years for an average +9.65% move and an annualized Sharpe of 5.13.
Best window
07.10 - 27.11
Direction
Long
Win rate
100.0%
Avg return
+9.65%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 27.11 | Long | 100.0% | +9.65% | 5.13 | 4 |
| 05.10 → 27.11 | Long | 100.0% | +9.63% | 5.02 | 4 |
| 08.10 → 25.11 | Long | 100.0% |
| +9.61% |
| 4.83 |
| 4 |
| 06.10 → 27.11 | Long | 100.0% | +9.45% | 5.20 | 4 |
| 07.10 → 26.11 | Long | 100.0% | +9.44% | 5.17 | 4 |
| 05.10 → 26.11 | Long | 100.0% | +9.42% | 5.06 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +9.42% | 4.77 | 4 |
| 07.10 → 28.11 | Long | 100.0% | +9.39% | 5.14 | 4 |