United States
Over 2018 to 2025 (8 years of data), HCNUSUSD has tended to move long between 10.10 and 25.11, closing higher in 87.5% of those years for an average +10.70% move and an annualized Sharpe of 3.38.
Best window
10.10 - 25.11
Direction
Long
Win rate
87.5%
Avg return
+10.70%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 25.11 | Long | 87.5% | +10.70% | 3.38 | 8 |
| 12.10 → 25.11 | Long | 87.5% | +10.58% | 3.27 | 8 |
| 11.10 → 25.11 | Long | 87.5% |
| +10.53% |
| 3.14 |
| 8 |
| 10.10 → 05.12 | Long | 87.5% | +10.51% | 2.84 | 8 |
| 10.10 → 24.11 | Long | 87.5% | +10.45% | 3.41 | 8 |
| 08.10 → 25.11 | Long | 87.5% | +10.44% | 3.41 | 8 |
| 09.10 → 25.11 | Long | 87.5% | +10.44% | 3.40 | 8 |
| 12.10 → 05.12 | Long | 87.5% | +10.41% | 2.69 | 8 |