ETFs
Over 2020 to 2025 (6 years of data), SMHUSUSD has tended to move long between 08.10 and 08.11, closing higher in 100.0% of those years for an average +6.76% move and an annualized Sharpe of 4.54.
Best window
08.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+6.76%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 08.11 | Long | 100.0% | +6.76% | 4.54 | 5 |
| 09.10 → 08.11 | Long | 100.0% | +6.58% | 3.85 | 5 |
| 06.10 → 08.11 | Long | 100.0% |
| +6.07% |
| 3.17 |
| 5 |
| 08.10 → 07.11 | Long | 100.0% | +5.15% | 3.20 | 5 |
| 07.10 → 08.11 | Long | 100.0% | +5.08% | 3.14 | 5 |
| 12.10 → 08.12 | Long | 80.0% | +12.01% | 2.73 | 5 |
| 11.10 → 08.12 | Long | 80.0% | +11.98% | 2.92 | 5 |
| 12.10 → 01.12 | Long | 80.0% | +11.92% | 2.63 | 5 |