United States
Over 2022 to 2025 (4 years of data), UHSUSUSD has tended to move long between 09.10 and 05.11, closing higher in 100.0% of those years for an average +9.86% move and an annualized Sharpe of 3.96.
Best window
09.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+9.86%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 05.11 | Long | 100.0% | +9.86% | 3.96 | 4 |
| 09.10 → 18.10 | Long | 100.0% | +5.21% | 7.46 | 4 |
| 09.10 → 19.10 | Long | 100.0% |
| +4.60% |
| 7.07 |
| 4 |
| 07.10 → 18.10 | Long | 100.0% | +4.27% | 6.52 | 4 |
| 06.10 → 18.10 | Long | 100.0% | +4.01% | 5.86 | 4 |
| 05.10 → 18.10 | Long | 100.0% | +4.00% | 5.50 | 4 |
| 07.10 → 19.10 | Long | 100.0% | +3.67% | 6.22 | 4 |
| 06.10 → 19.10 | Long | 100.0% | +3.41% | 5.50 | 4 |