United States
Over 2017 to 2025 (9 years of data), HESUSUSD has tended to move long between 06.10 and 07.11, closing higher in 87.5% of those years for an average +5.33% move and an annualized Sharpe of 1.90.
Best window
06.10 - 07.11
Direction
Long
Win rate
87.5%
Avg return
+5.33%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 07.11 | Long | 87.5% | +5.33% | 1.90 | 8 |
| 06.10 → 14.11 | Long | 87.5% | +3.52% | 0.92 | 8 |
| 06.10 → 13.11 | Long | 87.5% |
| +2.76% |
| 0.80 |
| 8 |
| 08.10 → 22.10 | Long | 85.7% | +3.21% | 2.46 | 7 |
| 08.10 → 13.10 | Long | 85.7% | +2.86% | 4.62 | 7 |
| 08.10 → 23.10 | Long | 85.7% | +2.63% | 1.80 | 7 |
| 12.10 → 30.10 | Short | 85.7% | +2.39% | 1.30 | 7 |
| 11.10 → 30.10 | Short | 85.7% | +2.23% | 1.24 | 7 |