United States
Over 2017 to 2025 (9 years of data), KHCUSUSD has tended to move long between 10.10 and 19.10, closing higher in 77.8% of those years for an average +2.00% move and an annualized Sharpe of 4.00.
Best window
10.10 - 19.10
Direction
Long
Win rate
77.8%
Avg return
+2.00%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 19.10 | Long | 77.8% | +2.00% | 4.00 | 9 |
| 09.10 → 19.10 | Long | 77.8% | +1.83% | 3.95 | 9 |
| 07.10 → 25.10 | Long | 77.8% |
| +1.78% |
| 1.98 |
| 9 |
| 10.10 → 17.10 | Long | 77.8% | +1.76% | 4.80 | 9 |
| 12.10 → 19.10 | Long | 77.8% | +1.66% | 4.17 | 9 |
| 11.10 → 19.10 | Long | 77.8% | +1.60% | 3.85 | 9 |
| 10.10 → 20.10 | Long | 77.8% | +1.51% | 3.23 | 9 |
| 12.10 → 18.10 | Long | 77.8% | +1.47% | 6.07 | 9 |