United States
Over 2022 to 2026 (5 years of data), EQHUSUSD has tended to move long between 13.10 and 11.12, closing higher in 100.0% of those years for an average +10.47% move and an annualized Sharpe of 4.25.
Best window
13.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+10.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.10 → 11.12 | Long | 100.0% | +10.47% | 4.25 | 4 |
| 17.10 → 14.12 | Long | 100.0% | +9.74% | 2.88 | 4 |
| 17.10 → 13.12 | Long | 100.0% |
| +9.64% |
| 3.51 |
| 4 |
| 12.10 → 11.12 | Long | 100.0% | +9.24% | 4.39 | 4 |
| 17.10 → 15.12 | Long | 100.0% | +8.79% | 2.68 | 4 |
| 18.10 → 14.12 | Long | 100.0% | +8.77% | 2.61 | 4 |
| 17.10 → 11.12 | Long | 100.0% | +8.69% | 4.39 | 4 |
| 18.10 → 13.12 | Long | 100.0% | +8.66% | 3.18 | 4 |