Over 2022 to 2025 (4 years of data), WWDUSUSD has tended to move long between 09.09 and 08.11, closing higher in 100.0% of those years for an average +9.32% move and an annualized Sharpe of 4.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 08.11 | Long | 100.0% | +9.32% | 4.60 | 4 |
| 11.09 → 10.11 | Long | 100.0% | +9.16% | 5.40 | 4 |
| 14.09 → 10.11 | Long | 100.0% | +9.15% | 6.44 | 4 |
| 14.09 → 12.11 | Long | 100.0% | +9.06% | 5.62 | 4 |
| 12.09 → 10.11 | Long | 100.0% | +9.02% | 5.43 | 4 |
| 14.09 → 11.11 | Long | 100.0% | +8.95% | 6.91 | 4 |
| 12.09 → 11.11 | Long | 100.0% | +8.82% | 5.74 | 4 |
| 14.09 → 13.11 | Long | 100.0% | +7.99% | 8.37 | 4 |