United States
Over 2022 to 2025 (4 years of data), GHUSUSD has tended to move short between 06.10 and 13.10, closing higher in 100.0% of those years for an average +5.88% move and an annualized Sharpe of 7.20.
Best window
06.10 - 13.10
Direction
Short
Win rate
100.0%
Avg return
+5.88%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 13.10 | Short | 100.0% | +5.88% | 7.20 | 4 |
| 06.10 → 14.10 | Short | 100.0% | +5.76% | 4.99 | 4 |
| 06.10 → 12.10 | Short | 100.0% |
| +5.72% |
| 8.94 |
| 4 |
| 07.10 → 13.10 | Short | 100.0% | +4.74% | 8.70 | 4 |
| 07.10 → 12.10 | Short | 100.0% | +4.55% | 11.93 | 4 |
| 09.10 → 17.10 | Short | 100.0% | +2.40% | 5.71 | 4 |
| 11.10 → 04.12 | Long | 75.0% | +38.30% | 2.46 | 4 |
| 05.10 → 04.12 | Long | 75.0% | +34.21% | 2.16 | 4 |