United States
Over 2022 to 2025 (4 years of data), HUBSUSUSD has tended to move short between 07.10 and 20.10, closing higher in 100.0% of those years for an average +4.89% move and an annualized Sharpe of 6.86.
Best window
07.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+4.89%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 20.10 | Short | 100.0% | +4.89% | 6.86 | 4 |
| 10.10 → 20.10 | Short | 100.0% | +4.51% | 6.11 | 4 |
| 07.10 → 19.10 | Short | 100.0% |
| +4.33% |
| 7.78 |
| 4 |
| 10.10 → 19.10 | Short | 100.0% | +3.96% | 7.04 | 4 |
| 07.10 → 16.10 | Short | 100.0% | +3.46% | 10.26 | 4 |
| 10.10 → 16.10 | Short | 100.0% | +3.12% | 20.99 | 4 |
| 07.10 → 17.10 | Short | 100.0% | +3.08% | 9.35 | 4 |
| 09.10 → 16.10 | Short | 100.0% | +2.86% | 9.72 | 4 |