Over 2022 to 2025 (4 years of data), EQHUSUSD has tended to move long between 09.07 and 31.08, closing higher in 100.0% of those years for an average +7.07% move and an annualized Sharpe of 3.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 31.08 | Long | 100.0% | +7.07% | 3.82 | 4 |
| 09.07 → 29.08 | Long | 100.0% | +7.00% | 3.36 | 4 |
| 09.07 → 30.08 | Long | 100.0% | +6.88% | 3.57 | 4 |
| 09.07 → 28.08 | Long | 100.0% | +6.63% | 2.96 | 4 |
| 09.07 → 27.08 | Long | 100.0% | +6.53% | 2.84 | 4 |
| 09.07 → 03.09 | Long | 100.0% | +6.46% | 3.65 | 4 |
| 11.07 → 31.08 | Long | 100.0% | +6.42% | 2.67 | 4 |
| 13.07 → 31.08 | Long | 100.0% | +6.40% | 2.19 | 4 |