United States
Over 2022 to 2025 (4 years of data), HEIUSUSD has tended to move long between 11.10 and 25.11, closing higher in 100.0% of those years for an average +6.04% move and an annualized Sharpe of 6.13.
Best window
11.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+6.04%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 100.0% | +6.04% | 6.13 | 4 |
| 11.10 → 04.12 | Long | 100.0% | +5.94% | 5.62 | 4 |
| 12.10 → 25.11 | Long | 100.0% |
| +5.94% |
| 4.72 |
| 4 |
| 12.10 → 04.12 | Long | 100.0% | +5.85% | 3.99 | 4 |
| 06.10 → 10.11 | Long | 100.0% | +5.73% | 3.48 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +5.71% | 3.81 | 4 |
| 12.10 → 02.12 | Long | 100.0% | +5.63% | 3.02 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +5.38% | 4.22 | 4 |