ETFs
Over 2020 to 2026 (7 years of data), SMHUSUSD has tended to move long between 16.10 and 11.11, closing higher in 100.0% of those years for an average +8.73% move and an annualized Sharpe of 3.71.
Best window
16.10 - 11.11
Direction
Long
Win rate
100.0%
Avg return
+8.73%
Sample
5 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.10 → 11.11 | Long | 100.0% | +8.73% | 3.71 | 5 |
| 16.10 → 10.11 | Long | 100.0% | +7.91% | 4.15 | 5 |
| 16.10 → 08.11 | Long | 100.0% |
| +7.25% |
| 4.74 |
| 5 |
| 18.10 → 08.11 | Long | 100.0% | +7.19% | 6.31 | 5 |
| 17.10 → 08.11 | Long | 100.0% | +6.79% | 4.29 | 5 |
| 16.10 → 09.11 | Long | 100.0% | +6.67% | 4.48 | 5 |
| 16.10 → 14.12 | Long | 83.3% | +10.58% | 2.27 | 6 |
| 18.10 → 14.12 | Long | 83.3% | +10.52% | 2.46 | 6 |