United States
Over 2022 to 2025 (4 years of data), HWMUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +14.43% move and an annualized Sharpe of 8.16.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+14.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +14.43% | 8.16 | 4 |
| 06.10 → 04.12 | Long | 100.0% | +14.32% | 5.80 | 4 |
| 11.10 → 02.12 | Long | 100.0% |
| +14.23% |
| 7.91 |
| 4 |
| 06.10 → 02.12 | Long | 100.0% | +14.12% | 5.84 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +14.03% | 10.33 | 4 |
| 06.10 → 01.12 | Long | 100.0% | +13.91% | 6.87 | 4 |
| 11.10 → 22.11 | Long | 100.0% | +13.90% | 12.53 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +13.89% | 7.43 | 4 |