United States
Over 2017 to 2025 (9 years of data), UNHUSUSD has tended to move long between 05.10 and 04.12, closing higher in 88.9% of those years for an average +8.17% move and an annualized Sharpe of 2.11.
Best window
05.10 - 04.12
Direction
Long
Win rate
88.9%
Avg return
+8.17%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 04.12 | Long | 88.9% | +8.17% | 2.11 | 9 |
| 05.10 → 03.12 | Long | 88.9% | +8.06% | 2.31 | 9 |
| 07.10 → 04.12 | Long | 88.9% |
| +7.81% |
| 2.13 |
| 9 |
| 05.10 → 02.12 | Long | 88.9% | +7.72% | 2.01 | 9 |
| 06.10 → 04.12 | Long | 88.9% | +7.72% | 2.00 | 9 |
| 05.10 → 30.11 | Long | 88.9% | +7.71% | 2.06 | 9 |
| 07.10 → 03.12 | Long | 88.9% | +7.71% | 2.33 | 9 |
| 05.10 → 01.12 | Long | 88.9% | +7.67% | 2.02 | 9 |