United States
Over 2022 to 2025 (4 years of data), WWDUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +16.36% move and an annualized Sharpe of 8.39.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+16.36%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +16.36% | 8.39 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +15.72% | 6.47 | 4 |
| 11.10 → 02.12 | Long | 100.0% |
| +15.44% |
| 7.49 |
| 4 |
| 06.10 → 04.12 | Long | 100.0% | +15.25% | 16.70 | 4 |
| 12.10 → 04.12 | Long | 100.0% | +15.15% | 6.81 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +14.85% | 13.51 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +14.84% | 8.97 | 4 |
| 07.10 → 04.12 | Long | 100.0% | +14.83% | 13.37 | 4 |