United States
Over 2022 to 2025 (4 years of data), EQHUSUSD has tended to move long between 11.10 and 03.11, closing higher in 100.0% of those years for an average +1.88% move and an annualized Sharpe of 4.45.
Best window
11.10 - 03.11
Direction
Long
Win rate
100.0%
Avg return
+1.88%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 03.11 | Long | 100.0% | +1.88% | 4.45 | 4 |
| 11.10 → 14.10 | Long | 100.0% | +1.74% | 26.50 | 4 |
| 11.10 → 15.10 | Long | 100.0% |
| +1.67% |
| 25.78 |
| 4 |
| 11.10 → 04.12 | Long | 75.0% | +8.69% | 2.76 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +8.59% | 2.28 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +8.59% | 3.21 | 4 |
| 11.10 → 03.12 | Long | 75.0% | +8.49% | 2.64 | 4 |
| 09.10 → 04.12 | Long | 75.0% | +8.24% | 2.06 | 4 |