United States
Over 2017 to 2025 (9 years of data), HESUSUSD has tended to move long between 05.10 and 07.11, closing higher in 87.5% of those years for an average +5.67% move and an annualized Sharpe of 1.82.
Best window
05.10 - 07.11
Direction
Long
Win rate
87.5%
Avg return
+5.67%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 07.11 | Long | 87.5% | +5.67% | 1.82 | 8 |
| 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 |
| 05.10 → 09.10 | Long | 85.7% | +2.94% | 8.37 | 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 |