

Over 2017 to 2025 (9 years of data), EWHUSUSD has tended to move short between 12.07 and 04.08, closing higher in 87.5% of those years for an average +2.82% move and an annualized Sharpe of 2.58.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.8389 |
| 3 | 100.491 |
| 4 | 100.9323 |
| 5 | 100.5102 |
| 6 | 100.8316 |
| 7 | 100.7064 |
| 8 | 100.4344 |
| 9 | 100.2326 |
| 10 | 99.8959 |
| 11 | 99.9321 |
| 12 | 100.6914 |
| 13 | 100.3642 |
| 14 | 100.8339 |
| 15 | 101.3997 |
| 16 | 100.547 |
| 17 | 100.1485 |
| 18 | 99.8912 |
| 19 | 100.5058 |
| 20 | 100.9375 |
| 21 | 101.3592 |
| 22 | 100.7175 |
| 23 | 101.4463 |
| 24 | 101.9498 |
| 25 | 101.8427 |
| 26 | 101.9447 |
| 27 | 102.2291 |
| 28 | 102.1874 |
| 29 | 102.1509 |
| 30 | 101.5315 |
| 31 | 101.0658 |
| 32 | 101.6611 |
| 33 | 101.0256 |
| 34 | 100.698 |
| 35 | 101.1824 |
| 36 | 100.7764 |
| 37 | 101.7974 |
| 38 | 101.6201 |
| 39 | 101.4404 |
| 40 | 102.1307 |
| 41 | 101.772 |
| 42 | 101.4777 |
| 43 | 101.9333 |
| 44 | 101.6995 |
| 45 | 101.8985 |
| 46 | 101.989 |
| 47 | 102.3818 |
| 48 | 102.1363 |
| 49 | 102.0851 |
| 50 | 102.1433 |
| 51 | 102.1887 |
| 52 | 102.9756 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 04.08 | Short | 87.5% | +2.82% | 2.58 | 8 |
| 12.07 → 01.08 | Short | 87.5% | +2.72% | 4.35 | 8 |
| 13.07 → 04.08 | Short | 87.5% | +2.70% | 2.56 | 8 |
| 12.07 → 11.08 | Short | 87.5% | +2.61% | 1.77 | 8 |
| 13.07 → 01.08 | Short | 87.5% | +2.61% | 4.51 | 8 |
| 12.07 → 03.08 | Short | 87.5% | +2.60% | 3.62 | 8 |
| 12.07 → 05.08 | Short | 87.5% |
| 53 |
|---|
| 102.4611 |
| 54 | 101.7721 |
|---|
| 55 | 101.5453 |
|---|
| 56 | 101.5199 |
|---|
| 57 | 101.7534 |
|---|
| 58 | 102.2915 |
|---|
| 59 | 101.4339 |
|---|
| 60 | 101.7532 |
|---|
| 61 | 101.5728 |
|---|
| 62 | 100.9178 |
|---|
| 63 | 100.7759 |
|---|
| 64 | 101.3027 |
|---|
| 65 | 101.1272 |
|---|
| 66 | 100.2869 |
|---|
| 67 | 100.2746 |
|---|
| 68 | 100.0949 |
|---|
| 69 | 99.5336 |
|---|
| 70 | 99.8592 |
|---|
| 71 | 99.942 |
|---|
| 72 | 100.354 |
|---|
| 73 | 100.3661 |
|---|
| 74 | 99.2479 |
|---|
| 75 | 100.6091 |
|---|
| 76 | 100.9136 |
|---|
| 77 | 101.0012 |
|---|
| 78 | 101.0096 |
|---|
| 79 | 99.9983 |
|---|
| 80 | 99.5338 |
|---|
| 81 | 99.8271 |
|---|
| 82 | 99.5823 |
|---|
| 83 | 99.8627 |
|---|
| 84 | 100.0433 |
|---|
| 85 | 99.3701 |
|---|
| 86 | 99.3485 |
|---|
| 87 | 99.0304 |
|---|
| 88 | 99.2256 |
|---|
| 89 | 99.4021 |
|---|
| 90 | 99.5164 |
|---|
| 91 | 100.2287 |
|---|
| 92 | 100.3578 |
|---|
| 93 | 100.444 |
|---|
| 94 | 99.0861 |
|---|
| 95 | 98.6372 |
|---|
| 96 | 98.771 |
|---|
| 97 | 97.7516 |
|---|
| 98 | 97.8046 |
|---|
| 99 | 98.5422 |
|---|
| 100 | 98.7588 |
|---|
| 101 | 98.328 |
|---|
| 102 | 98.2587 |
|---|
| 103 | 97.6996 |
|---|
| 104 | 98.0734 |
|---|
| 105 | 97.8473 |
|---|
| 106 | 97.421 |
|---|
| 107 | 97.4728 |
|---|
| 108 | 97.3383 |
|---|
| 109 | 97.2668 |
|---|
| 110 | 97.1658 |
|---|
| 111 | 96.5358 |
|---|
| 112 | 97.3031 |
|---|
| 113 | 97.7386 |
|---|
| 114 | 98.0788 |
|---|
| 115 | 97.8366 |
|---|
| 116 | 98.1321 |
|---|
| 117 | 98.9101 |
|---|
| 118 | 99.0733 |
|---|
| 119 | 99.0142 |
|---|
| 120 | 100.172 |
|---|
| 121 | 99.8976 |
|---|
| 122 | 99.9481 |
|---|
| 123 | 101.0519 |
|---|
| 124 | 101.1926 |
|---|
| 125 | 100.9004 |
|---|
| 126 | 101.5905 |
|---|
| 127 | 101.7281 |
|---|
| 128 | 101.6123 |
|---|
| 129 | 100.7335 |
|---|
| 130 | 101.3374 |
|---|
| 131 | 101.6095 |
|---|
| 132 | 101.6533 |
|---|
| 133 | 102.3895 |
|---|
| 134 | 102.8108 |
|---|
| 135 | 102.8079 |
|---|
| 136 | 102.6824 |
|---|
| 137 | 103.0736 |
|---|
| 138 | 102.9475 |
|---|
| 139 | 102.9832 |
|---|
| 140 | 103.5333 |
|---|
| 141 | 103.2242 |
|---|
| 142 | 102.5587 |
|---|
| 143 | 102.02 |
|---|
| 144 | 101.2078 |
|---|
| 145 | 100.8378 |
|---|
| 146 | 101.2106 |
|---|
| 147 | 101.5239 |
|---|
| 148 | 101.3508 |
|---|
| 149 | 101.7152 |
|---|
| 150 | 100.8422 |
|---|
| 151 | 100.701 |
|---|
| 152 | 100.5747 |
|---|
| 153 | 101.7335 |
|---|
| 154 | 101.4794 |
|---|
| 155 | 101.2366 |
|---|
| 156 | 100.8684 |
|---|
| 157 | 101.4128 |
|---|
| 158 | 100.9994 |
|---|
| 159 | 100.726 |
|---|
| 160 | 100.0384 |
|---|
| 161 | 99.8292 |
|---|
| 162 | 100.4303 |
|---|
| 163 | 99.9228 |
|---|
| 164 | 99.4763 |
|---|
| 165 | 99.4642 |
|---|
| 166 | 99.2684 |
|---|
| 167 | 98.7022 |
|---|
| 168 | 98.1742 |
|---|
| 169 | 98.0997 |
|---|
| 170 | 98.0637 |
|---|
| 171 | 97.492 |
|---|
| 172 | 97.604 |
|---|
| 173 | 97.3112 |
|---|
| 174 | 97.0503 |
|---|
| 175 | 97.9129 |
|---|
| 176 | 98.129 |
|---|
| 177 | 97.698 |
|---|
| 178 | 98.3266 |
|---|
| 179 | 98.2968 |
|---|
| 180 | 98.2061 |
|---|
| 181 | 98.1757 |
|---|
| 182 | 98.3608 |
|---|
| 183 | 98.3939 |
|---|
| 184 | 98.693 |
|---|
| 185 | 98.9236 |
|---|
| 186 | 98.6056 |
|---|
| 187 | 97.428 |
|---|
| 188 | 97.3019 |
|---|
| 189 | 97.3735 |
|---|
| 190 | 97.0655 |
|---|
| 191 | 97.2803 |
|---|
| 192 | 97.3303 |
|---|
| 193 | 97.9831 |
|---|
| 194 | 98.8879 |
|---|
| 195 | 98.541 |
|---|
| 196 | 98.4697 |
|---|
| 197 | 98.1167 |
|---|
| 198 | 98.1623 |
|---|
| 199 | 98.2773 |
|---|
| 200 | 98.2072 |
|---|
| 201 | 98.1124 |
|---|
| 202 | 98.0979 |
|---|
| 203 | 98.2537 |
|---|
| 204 | 98.4117 |
|---|
| 205 | 98.304 |
|---|
| 206 | 98.1662 |
|---|
| 207 | 98.4356 |
|---|
| 208 | 98.6775 |
|---|
| 209 | 99.4107 |
|---|
| 210 | 99.2535 |
|---|
| 211 | 99.1295 |
|---|
| 212 | 98.7336 |
|---|
| 213 | 97.9738 |
|---|
| 214 | 97.354 |
|---|
| 215 | 97.4652 |
|---|
| 216 | 97.5003 |
|---|
| 217 | 97.708 |
|---|
| 218 | 97.8496 |
|---|
| 219 | 97.8953 |
|---|
| 220 | 97.7162 |
|---|
| 221 | 98.0915 |
|---|
| 222 | 97.9636 |
|---|
| 223 | 97.8002 |
|---|
| 224 | 98.1154 |
|---|
| 225 | 98.4254 |
|---|
| 226 | 98.3078 |
|---|
| 227 | 97.5013 |
|---|
| 228 | 97.4317 |
|---|
| 229 | 97.5173 |
|---|
| 230 | 96.9906 |
|---|
| 231 | 96.8432 |
|---|
| 232 | 97.1138 |
|---|
| 233 | 96.5693 |
|---|
| 234 | 96.7805 |
|---|
| 235 | 97.0331 |
|---|
| 236 | 97.027 |
|---|
| 237 | 97.5279 |
|---|
| 238 | 97.3316 |
|---|
| 239 | 97.2162 |
|---|
| 240 | 97.7695 |
|---|
| 241 | 97.8653 |
|---|
| 242 | 97.8393 |
|---|
| 243 | 97.738 |
|---|
| 244 | 97.9524 |
|---|
| 245 | 97.832 |
|---|
| 246 | 97.6845 |
|---|
| 247 | 97.1121 |
|---|
| 248 | 96.9306 |
|---|
| 249 | 96.9103 |
|---|
| 250 | 96.4188 |
|---|
| 251 | 96.4914 |
|---|
| 252 | 97.0102 |
|---|
| 253 | 97.2324 |
|---|
| 254 | 97.1706 |
|---|
| 255 | 97.3937 |
|---|
| 256 | 97.0283 |
|---|
| 257 | 96.9818 |
|---|
| 258 | 96.8593 |
|---|
| 259 | 96.79 |
|---|
| 260 | 96.9767 |
|---|
| 261 | 96.9353 |
|---|
| 262 | 96.7789 |
|---|
| 263 | 97.2945 |
|---|
| 264 | 96.8362 |
|---|
| 265 | 96.9644 |
|---|
| 266 | 96.5918 |
|---|
| 267 | 96.6932 |
|---|
| 268 | 97.1554 |
|---|
| 269 | 96.5144 |
|---|
| 270 | 97.2378 |
|---|
| 271 | 97.444 |
|---|
| 272 | 97.5811 |
|---|
| 273 | 97.5984 |
|---|
| 274 | 97.6047 |
|---|
| 275 | 97.9258 |
|---|
| 276 | 98.8263 |
|---|
| 277 | 98.7542 |
|---|
| 278 | 99.6845 |
|---|
| 279 | 99.9667 |
|---|
| 280 | 99.6173 |
|---|
| 281 | 100.0552 |
|---|
| 282 | 98.3681 |
|---|
| 283 | 97.4153 |
|---|
| 284 | 97.3058 |
|---|
| 285 | 97.2017 |
|---|
| 286 | 97.4034 |
|---|
| 287 | 96.8412 |
|---|
| 288 | 96.6195 |
|---|
| 289 | 95.9 |
|---|
| 290 | 96.6285 |
|---|
| 291 | 95.8445 |
|---|
| 292 | 95.8342 |
|---|
| 293 | 95.9937 |
|---|
| 294 | 95.7543 |
|---|
| 295 | 95.1572 |
|---|
| 296 | 95.5412 |
|---|
| 297 | 94.6668 |
|---|
| 298 | 94.1866 |
|---|
| 299 | 94.4325 |
|---|
| 300 | 94.6878 |
|---|
| 301 | 94.6356 |
|---|
| 302 | 94.8915 |
|---|
| 303 | 94.5056 |
|---|
| 304 | 93.9791 |
|---|
| 305 | 94.6184 |
|---|
| 306 | 95.352 |
|---|
| 307 | 96.1028 |
|---|
| 308 | 96.9543 |
|---|
| 309 | 97.2241 |
|---|
| 310 | 97.6921 |
|---|
| 311 | 97.2468 |
|---|
| 312 | 97.7099 |
|---|
| 313 | 96.6558 |
|---|
| 314 | 97.5355 |
|---|
| 315 | 98.6815 |
|---|
| 316 | 98.9004 |
|---|
| 317 | 98.3392 |
|---|
| 318 | 98.7826 |
|---|
| 319 | 99.4259 |
|---|
| 320 | 98.8175 |
|---|
| 321 | 98.7384 |
|---|
| 322 | 98.149 |
|---|
| 323 | 98.1143 |
|---|
| 324 | 98.0401 |
|---|
| 325 | 97.7285 |
|---|
| 326 | 97.7204 |
|---|
| 327 | 97.4195 |
|---|
| 328 | 97.6728 |
|---|
| 329 | 97.5322 |
|---|
| 330 | 97.5376 |
|---|
| 331 | 97.3031 |
|---|
| 332 | 97.5429 |
|---|
| 333 | 97.7232 |
|---|
| 334 | 98.2081 |
|---|
| 335 | 98.5676 |
|---|
| 336 | 98.5935 |
|---|
| 337 | 98.4537 |
|---|
| 338 | 98.2949 |
|---|
| 339 | 97.6959 |
|---|
| 340 | 98.2018 |
|---|
| 341 | 97.8196 |
|---|
| 342 | 98.27 |
|---|
| 343 | 98.3118 |
|---|
| 344 | 99.4955 |
|---|
| 345 | 99.1542 |
|---|
| 346 | 98.8908 |
|---|
| 347 | 99.0673 |
|---|
| 348 | 99.3178 |
|---|
| 349 | 99.3483 |
|---|
| 350 | 98.4928 |
|---|
| 351 | 98.1188 |
|---|
| 352 | 98.0794 |
|---|
| 353 | 97.8601 |
|---|
| 354 | 97.0207 |
|---|
| 355 | 97.7786 |
|---|
| 356 | 97.5893 |
|---|
| 357 | 97.9048 |
|---|
| 358 | 98.1955 |
|---|
| 359 | 98.4295 |
|---|
| 360 | 98.567 |
|---|
| 361 | 99.1883 |
|---|
| 362 | 98.8314 |
|---|
| 363 | 98.6845 |
|---|
| 364 | 98.4416 |
|---|
| 365 | 97.953 |
|---|
| 366 | 97.953 |
|---|
| +2.57% |
| 2.53 |
| 8 |
| 12.07 → 09.08 | Short | 87.5% | +2.54% | 2.25 | 8 |