United States
Over 2022 to 2025 (4 years of data), WSMUSUSD has tended to move short between 06.10 and 09.11, closing higher in 100.0% of those years for an average +6.57% move and an annualized Sharpe of 4.30.
Best window
06.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+6.57%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Short | 100.0% | +6.57% | 4.30 | 4 |
| 07.10 → 09.11 | Short | 100.0% | +6.23% | 4.40 | 4 |
| 05.10 → 09.11 | Short | 100.0% |
| +6.19% |
| 3.99 |
| 4 |
| 06.10 → 26.10 | Short | 100.0% | +5.30% | 6.38 | 4 |
| 06.10 → 27.10 | Short | 100.0% | +5.09% | 5.79 | 4 |
| 07.10 → 08.11 | Short | 100.0% | +5.01% | 3.39 | 4 |
| 05.10 → 26.10 | Short | 100.0% | +4.90% | 5.38 | 4 |
| 07.10 → 26.10 | Short | 100.0% | +4.90% | 4.96 | 4 |