United States
Over 2022 to 2025 (4 years of data), EHCUSUSD has tended to move long between 13.10 and 18.10, closing higher in 100.0% of those years for an average +4.00% move and an annualized Sharpe of 13.58.
Best window
13.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+4.00%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 18.10 | Long | 100.0% | +4.00% | 13.58 | 4 |
| 13.10 → 17.10 | Long | 100.0% | +3.46% | 16.34 | 4 |
| 13.10 → 16.10 | Long | 100.0% |
| +2.98% |
| 14.54 |
| 4 |
| 13.10 → 20.10 | Long | 100.0% | +2.97% | 7.04 | 4 |
| 13.10 → 19.10 | Long | 100.0% | +2.96% | 8.21 | 4 |
| 12.10 → 18.10 | Long | 100.0% | +2.08% | 17.46 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +1.93% | 12.25 | 4 |
| 09.10 → 17.10 | Long | 100.0% | +1.65% | 6.08 | 4 |