United States
Over 2022 to 2025 (4 years of data), HPEUSUSD has tended to move short between 06.10 and 20.10, closing higher in 100.0% of those years for an average +4.48% move and an annualized Sharpe of 6.56.
Best window
06.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+4.48%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Short | 100.0% | +4.48% | 6.56 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +2.45% | 12.46 | 4 |
| 11.10 → 14.10 | Long | 100.0% |
| +2.03% |
| 16.75 |
| 4 |
| 05.10 → 15.10 | Long | 100.0% | +1.59% | 18.32 | 4 |
| 07.10 → 15.10 | Long | 100.0% | +1.56% | 18.93 | 4 |
| 07.10 → 14.10 | Long | 100.0% | +1.55% | 16.06 | 3 |
| 11.10 → 09.12 | Long | 75.0% | +11.37% | 2.05 | 4 |
| 11.10 → 10.12 | Long | 75.0% | +10.90% | 1.87 | 4 |