ETFs
Over 2020 to 2025 (6 years of data), WTAIUSUSD has tended to move long between 11.10 and 09.12, closing higher in 100.0% of those years for an average +11.84% move and an annualized Sharpe of 4.61.
Best window
11.10 - 09.12
Direction
Long
Win rate
100.0%
Avg return
+11.84%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Long | 100.0% | +11.84% | 4.61 | 6 |
| 08.10 → 07.12 | Long | 100.0% | +11.81% | 3.33 | 6 |
| 08.10 → 05.12 | Long | 100.0% |
| +11.60% |
| 3.31 |
| 6 |
| 11.10 → 08.12 | Long | 100.0% | +11.54% | 4.30 | 6 |
| 08.10 → 06.12 | Long | 100.0% | +11.39% | 3.21 | 6 |
| 11.10 → 10.12 | Long | 100.0% | +11.31% | 4.61 | 6 |
| 11.10 → 07.12 | Long | 100.0% | +10.86% | 3.83 | 6 |
| 11.10 → 05.12 | Long | 100.0% | +10.68% | 3.63 | 6 |