United States
Over 2022 to 2025 (4 years of data), HIIUSUSD has tended to move long between 05.10 and 08.10, closing higher in 100.0% of those years for an average +5.21% move and an annualized Sharpe of 15.10.
Best window
05.10 - 08.10
Direction
Long
Win rate
100.0%
Avg return
+5.21%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 08.10 | Long | 100.0% | +5.21% | 15.10 | 3 |
| 05.10 → 21.10 | Long | 100.0% | +4.96% | 6.26 | 4 |
| 06.10 → 21.10 | Long | 100.0% |
| +4.82% |
| 6.53 |
| 4 |
| 05.10 → 19.10 | Long | 100.0% | +4.63% | 5.82 | 4 |
| 06.10 → 19.10 | Long | 100.0% | +4.51% | 5.48 | 4 |
| 05.10 → 18.10 | Long | 100.0% | +4.47% | 5.62 | 4 |
| 06.10 → 18.10 | Long | 100.0% | +4.36% | 5.11 | 4 |
| 05.10 → 20.10 | Long | 100.0% | +4.34% | 5.83 | 4 |