As killercool says, it's the direction you must face while eating an ehomaki.
More info: one of the traditional Setsubun traditions (none of the "x month's x day" festivities, originally celebrated the second day of the second japanese lunar calendar moth, but since moved to February 2nd), which is a day to attract good luck and purify bad one, consists on eating an ehomaki, which is a whole roll of makizushi (the kind of sushi with a core made of the main ingredient, covered by the rice and contained within a seaweed sheet, served as slices of a roll), in complete silence while keeping it pointed to one of the 16 cardinal directions (N, NNW, NW, WNW, W, WSW, SW, SSW, S, SSE, SE, ESE, E, ENE, NE, NNE) which is considered lucky (it changes every year). It seems like the lucky direction for that year was WSW.