United States
Over 2022 to 2025 (4 years of data), HLTUSUSD has tended to move long between 12.10 and 11.12, closing higher in 100.0% of those years for an average +12.49% move and an annualized Sharpe of 6.44.
Best window
12.10 - 11.12
Direction
Long
Win rate
100.0%
Avg return
+12.49%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 11.12 | Long | 100.0% | +12.49% | 6.44 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +12.33% | 8.00 | 4 |
| 07.10 → 01.12 | Long | 100.0% |
| +12.12% |
| 7.64 |
| 4 |
| 08.10 → 02.12 | Long | 100.0% | +12.10% | 7.82 | 4 |
| 12.10 → 01.12 | Long | 100.0% | +12.06% | 5.59 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +12.04% | 7.38 | 4 |
| 07.10 → 02.12 | Long | 100.0% | +11.88% | 7.43 | 4 |
| 08.10 → 30.11 | Long | 100.0% | +11.82% | 7.99 | 4 |