United States
Over 2022 to 2025 (4 years of data), INVHUSUSD has tended to move short between 05.10 and 31.10, closing higher in 100.0% of those years for an average +5.67% move and an annualized Sharpe of 8.53.
Best window
05.10 - 31.10
Direction
Short
Win rate
100.0%
Avg return
+5.67%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 31.10 | Short | 100.0% | +5.67% | 8.53 | 4 |
| 05.10 → 01.11 | Short | 100.0% | +5.47% | 7.24 | 4 |
| 06.10 → 31.10 | Short | 100.0% |
| +5.41% |
| 8.77 |
| 4 |
| 05.10 → 29.10 | Short | 100.0% | +5.33% | 9.77 | 4 |
| 06.10 → 01.11 | Short | 100.0% | +5.21% | 7.39 | 4 |
| 06.10 → 29.10 | Short | 100.0% | +5.07% | 10.80 | 4 |
| 07.10 → 31.10 | Short | 100.0% | +4.74% | 6.56 | 4 |
| 05.10 → 07.11 | Short | 100.0% | +4.59% | 2.95 | 4 |