United States
Over 2017 to 2025 (9 years of data), HALUSUSD has tended to move long between 11.10 and 14.10, closing higher in 87.5% of those years for an average +1.65% move and an annualized Sharpe of 14.90.
Best window
11.10 - 14.10
Direction
Long
Win rate
87.5%
Avg return
+1.65%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 87.5% | +1.65% | 14.90 | 8 |
| 06.10 → 24.11 | Long | 77.8% | +8.53% | 1.22 | 9 |
| 06.10 → 11.11 | Long | 77.8% |
| +8.00% |
| 1.83 |
| 9 |
| 06.10 → 10.11 | Long | 77.8% | +7.68% | 1.87 | 9 |
| 06.10 → 06.11 | Long | 77.8% | +7.54% | 2.00 | 9 |
| 06.10 → 05.11 | Long | 77.8% | +7.04% | 1.81 | 9 |
| 06.10 → 12.11 | Long | 77.8% | +6.77% | 1.65 | 9 |
| 06.10 → 04.11 | Long | 77.8% | +6.44% | 1.79 | 9 |