United States
Over 2018 to 2025 (8 years of data), HPQUSUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +8.09% move and an annualized Sharpe of 4.17.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+8.09%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +8.09% | 4.17 | 8 |
| 11.10 → 16.10 | Long | 100.0% | +2.66% | 9.65 | 8 |
| 11.10 → 03.12 | Long | 87.5% |
| +12.71% |
| 2.77 |
| 8 |
| 11.10 → 10.11 | Long | 87.5% | +7.60% | 3.15 | 8 |
| 11.10 → 08.11 | Long | 87.5% | +7.53% | 3.39 | 8 |
| 08.10 → 07.11 | Long | 87.5% | +7.50% | 4.17 | 8 |
| 11.10 → 13.11 | Long | 87.5% | +7.48% | 2.58 | 8 |
| 09.10 → 07.11 | Long | 87.5% | +7.37% | 3.74 | 8 |