United States
Over 2022 to 2025 (4 years of data), HTAUSUSD has tended to move long between 09.10 and 02.12, closing higher in 100.0% of those years for an average +6.48% move and an annualized Sharpe of 4.07.
Best window
09.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+6.48%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.12 | Long | 100.0% | +6.48% | 4.07 | 4 |
| 10.10 → 02.12 | Long | 100.0% | +6.35% | 4.11 | 4 |
| 09.10 → 01.12 | Long | 100.0% |
| +6.15% |
| 4.88 |
| 4 |
| 10.10 → 01.12 | Long | 100.0% | +6.01% | 4.97 | 4 |
| 07.10 → 02.12 | Long | 100.0% | +5.66% | 3.43 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +5.65% | 3.43 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +5.63% | 4.59 | 4 |
| 09.10 → 30.11 | Long | 100.0% | +5.56% | 6.12 | 4 |