United States
Over 2022 to 2025 (4 years of data), WUSUSD has tended to move short between 05.10 and 24.10, closing higher in 100.0% of those years for an average +14.33% move and an annualized Sharpe of 8.89.
Best window
05.10 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+14.33%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 24.10 | Short | 100.0% | +14.33% | 8.89 | 4 |
| 05.10 → 23.10 | Short | 100.0% | +14.11% | 8.42 | 4 |
| 05.10 → 22.10 | Short | 100.0% |
| +13.91% |
| 9.21 |
| 4 |
| 05.10 → 21.10 | Short | 100.0% | +13.75% | 8.93 | 4 |
| 05.10 → 19.10 | Short | 100.0% | +13.60% | 11.01 | 4 |
| 05.10 → 25.10 | Short | 100.0% | +13.35% | 4.97 | 4 |
| 05.10 → 26.10 | Short | 100.0% | +13.33% | 4.46 | 4 |
| 05.10 → 20.10 | Short | 100.0% | +13.23% | 10.31 | 4 |