United States
Over 2022 to 2025 (4 years of data), MHKUSUSD has tended to move short between 06.10 and 09.11, closing higher in 100.0% of those years for an average +7.58% move and an annualized Sharpe of 4.38.
Best window
06.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+7.58%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Short | 100.0% | +7.58% | 4.38 | 4 |
| 05.10 → 09.11 | Short | 100.0% | +7.51% | 4.32 | 4 |
| 06.10 → 29.10 | Short | 100.0% |
| +6.66% |
| 5.40 |
| 4 |
| 07.10 → 09.11 | Short | 100.0% | +6.63% | 4.33 | 4 |
| 05.10 → 29.10 | Short | 100.0% | +6.58% | 5.18 | 4 |
| 06.10 → 30.10 | Short | 100.0% | +6.58% | 5.61 | 4 |
| 05.10 → 30.10 | Short | 100.0% | +6.50% | 5.37 | 4 |
| 10.10 → 09.11 | Short | 100.0% | +6.24% | 8.73 | 4 |