United States
Over 2022 to 2025 (4 years of data), HLTUSUSD has tended to move long between 08.10 and 01.12, closing higher in 100.0% of those years for an average +12.33% move and an annualized Sharpe of 8.00.
Best window
08.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+12.33%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 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 |
| 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 |
| 09.10 → 02.12 | Long | 100.0% | +11.81% | 7.19 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +11.80% | 6.28 | 4 |