United States
Over 2022 to 2025 (4 years of data), WTWUSUSD has tended to move long between 11.10 and 15.10, closing higher in 100.0% of those years for an average +1.31% move and an annualized Sharpe of 11.28.
Best window
11.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+1.31%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 100.0% | +1.31% | 11.28 | 4 |
| 11.10 → 04.12 | Long | 75.0% | +11.76% | 3.11 | 4 |
| 09.10 → 04.12 | Long | 75.0% |
| +11.54% |
| 2.72 |
| 4 |
| 11.10 → 05.12 | Long | 75.0% | +11.40% | 3.06 | 4 |
| 08.10 → 04.12 | Long | 75.0% | +11.38% | 2.51 | 4 |
| 09.10 → 05.12 | Long | 75.0% | +11.18% | 2.67 | 4 |
| 11.10 → 03.12 | Long | 75.0% | +11.12% | 2.87 | 4 |
| 10.10 → 04.12 | Long | 75.0% | +11.10% | 2.88 | 4 |