United States
Over 2017 to 2025 (9 years of data), WYNNUSUSD has tended to move long between 06.10 and 07.11, closing higher in 75.0% of those years for an average +6.86% move and an annualized Sharpe of 1.49.
Best window
06.10 - 07.11
Direction
Long
Win rate
75.0%
Avg return
+6.86%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 07.11 | Long | 75.0% | +6.86% | 1.49 | 8 |
| 07.10 → 28.10 | Short | 75.0% | +5.46% | 2.06 | 8 |
| 11.10 → 05.11 | Long | 75.0% |
| +5.12% |
| 1.80 |
| 8 |
| 07.10 → 19.10 | Short | 75.0% | +4.84% | 2.75 | 8 |
| 07.10 → 18.10 | Short | 75.0% | +4.68% | 3.26 | 8 |
| 07.10 → 20.10 | Short | 75.0% | +4.44% | 2.60 | 8 |
| 07.10 → 29.10 | Short | 75.0% | +4.42% | 1.95 | 8 |
| 08.10 → 28.10 | Short | 75.0% | +4.41% | 1.69 | 8 |