United States
Over 2022 to 2025 (4 years of data), HBIUSUSD has tended to move long between 10.10 and 17.10, closing higher in 100.0% of those years for an average +6.75% move and an annualized Sharpe of 7.88.
Best window
10.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+6.75%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.10 | Long | 100.0% | +6.75% | 7.88 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +6.06% | 9.60 | 4 |
| 11.10 → 18.10 | Long | 100.0% |
| +5.64% |
| 9.09 |
| 4 |
| 12.10 → 17.10 | Long | 100.0% | +4.95% | 9.57 | 4 |
| 12.10 → 18.10 | Long | 100.0% | +4.53% | 9.39 | 4 |
| 07.10 → 14.10 | Long | 100.0% | +4.35% | 8.43 | 4 |
| 08.10 → 14.10 | Long | 100.0% | +4.13% | 7.89 | 4 |
| 10.10 → 14.10 | Long | 100.0% | +4.09% | 12.02 | 4 |