United States
Over 2017 to 2025 (9 years of data), HUMUSUSD has tended to move long between 05.10 and 18.10, closing higher in 100.0% of those years for an average +7.02% move and an annualized Sharpe of 6.27.
Best window
05.10 - 18.10
Direction
Long
Win rate
100.0%
Avg return
+7.02%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 18.10 | Long | 100.0% | +7.02% | 6.27 | 8 |
| 11.10 → 22.10 | Long | 100.0% | +5.66% | 7.61 | 8 |
| 11.10 → 21.10 | Long | 100.0% |
| +5.31% |
| 7.80 |
| 8 |
| 11.10 → 20.10 | Long | 100.0% | +4.64% | 7.23 | 8 |
| 05.10 → 26.10 | Long | 87.5% | +8.29% | 4.81 | 8 |
| 05.10 → 25.10 | Long | 87.5% | +8.23% | 5.26 | 8 |
| 05.10 → 28.10 | Long | 87.5% | +8.20% | 4.29 | 8 |
| 05.10 → 23.10 | Long | 87.5% | +8.18% | 5.54 | 8 |