United States
Over 2022 to 2025 (4 years of data), HOGUSUSD has tended to move short between 05.10 and 24.10, closing higher in 100.0% of those years for an average +4.06% move and an annualized Sharpe of 5.71.
Best window
05.10 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+4.06%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 24.10 | Short | 100.0% | +4.06% | 5.71 | 4 |
| 05.10 → 10.10 | Short | 100.0% | +3.50% | 11.01 | 4 |
| 10.10 → 17.10 | Long | 100.0% |
| +3.32% |
| 6.78 |
| 4 |
| 05.10 → 09.10 | Short | 100.0% | +3.30% | 16.08 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +3.10% | 6.97 | 4 |
| 05.10 → 08.10 | Short | 100.0% | +2.83% | 20.13 | 4 |
| 07.10 → 17.10 | Long | 100.0% | +2.68% | 6.46 | 4 |
| 06.10 → 24.10 | Short | 100.0% | +2.59% | 3.87 | 4 |