United States
Over 2017 to 2025 (9 years of data), HDUSUSD has tended to move long between 11.10 and 16.10, closing higher in 77.8% of those years for an average +1.20% move and an annualized Sharpe of 5.09.
Best window
11.10 - 16.10
Direction
Long
Win rate
77.8%
Avg return
+1.20%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 77.8% | +1.20% | 5.09 | 9 |
| 12.10 → 09.11 | Short | 77.8% | +0.75% | 0.67 | 9 |
| 08.10 → 18.10 | Long | 77.8% |
| +0.58% |
| 0.89 |
| 9 |
| 11.10 → 09.11 | Short | 77.8% | +0.58% | 0.46 | 9 |
| 12.10 → 06.11 | Short | 77.8% | +0.51% | 0.48 | 9 |
| 12.10 → 07.11 | Short | 77.8% | +0.48% | 0.46 | 9 |
| 11.10 → 06.11 | Short | 77.8% | +0.34% | 0.29 | 9 |
| 06.10 → 24.10 | Short | 77.8% | +0.32% | 0.25 | 9 |