United States
Over 2022 to 2025 (4 years of data), WTRGUSUSD has tended to move long between 06.10 and 25.11, closing higher in 100.0% of those years for an average +6.99% move and an annualized Sharpe of 3.57.
Best window
06.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+6.99%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 25.11 | Long | 100.0% | +6.99% | 3.57 | 4 |
| 06.10 → 24.11 | Long | 100.0% | +6.97% | 4.23 | 4 |
| 06.10 → 23.11 | Long | 100.0% |
| +6.80% |
| 4.17 |
| 4 |
| 05.10 → 25.11 | Long | 100.0% | +6.77% | 3.73 | 4 |
| 05.10 → 24.11 | Long | 100.0% | +6.75% | 4.50 | 4 |
| 06.10 → 28.11 | Long | 100.0% | +6.75% | 4.26 | 4 |
| 05.10 → 23.11 | Long | 100.0% | +6.58% | 4.46 | 4 |
| 05.10 → 28.11 | Long | 100.0% | +6.54% | 4.49 | 4 |