United States
Over 2022 to 2025 (4 years of data), WSOUSUSD has tended to move short between 05.10 and 23.10, closing higher in 100.0% of those years for an average +7.83% move and an annualized Sharpe of 7.57.
Best window
05.10 - 23.10
Direction
Short
Win rate
100.0%
Avg return
+7.83%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 23.10 | Short | 100.0% | +7.83% | 7.57 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +7.67% | 7.84 | 4 |
| 07.10 → 23.10 | Short | 100.0% |
| +7.12% |
| 7.11 |
| 4 |
| 09.10 → 23.10 | Short | 100.0% | +6.93% | 10.39 | 4 |
| 10.10 → 23.10 | Short | 100.0% | +6.88% | 8.56 | 4 |
| 08.10 → 23.10 | Short | 100.0% | +6.57% | 9.05 | 4 |
| 09.10 → 22.10 | Short | 100.0% | +6.47% | 7.37 | 4 |
| 10.10 → 22.10 | Short | 100.0% | +6.44% | 7.15 | 4 |