United States
Over 2022 to 2025 (4 years of data), WSTUSUSD has tended to move long between 09.10 and 18.10, closing higher in 100.0% of those years for an average +2.70% move and an annualized Sharpe of 10.42.
Best window
09.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+2.70%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 100.0% | +2.70% | 10.42 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +2.62% | 8.92 | 4 |
| 11.10 → 17.10 | Long | 100.0% |
| +2.29% |
| 9.50 |
| 4 |
| 09.10 → 17.10 | Long | 100.0% | +1.99% | 13.51 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +1.84% | 17.63 | 4 |
| 08.10 → 16.10 | Long | 100.0% | +1.55% | 8.25 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +1.47% | 19.27 | 4 |
| 06.10 → 17.11 | Short | 75.0% | +4.66% | 2.15 | 4 |