United States
Over 2018 to 2025 (8 years of data), SHWUSUSD has tended to move long between 11.10 and 02.12, closing higher in 100.0% of those years for an average +8.50% move and an annualized Sharpe of 2.54.
Best window
11.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+8.50%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 100.0% | +8.50% | 2.54 | 8 |
| 11.10 → 01.12 | Long | 100.0% | +8.42% | 3.07 | 8 |
| 11.10 → 30.11 | Long | 100.0% |
| +8.34% |
| 3.32 |
| 8 |
| 11.10 → 03.12 | Long | 100.0% | +8.34% | 2.58 | 8 |
| 10.10 → 30.11 | Long | 100.0% | +8.28% | 3.24 | 8 |
| 11.10 → 28.11 | Long | 100.0% | +8.08% | 3.42 | 8 |
| 11.10 → 29.11 | Long | 100.0% | +7.91% | 3.61 | 8 |
| 11.10 → 23.11 | Long | 100.0% | +7.63% | 3.15 | 8 |