Over 2022 to 2025 (4 years of data), FBHSUSUSD has tended to move long between 09.07 and 25.07, closing higher in 50.0% of those years for an average +4.35% move and an annualized Sharpe of 4.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 25.07 | Long | 50.0% | +4.35% | 4.66 | 4 |
| 09.07 → 26.07 | Long | 50.0% | +4.30% | 4.61 | 4 |
| 08.07 → 25.07 | Long | 50.0% | +4.26% | 4.54 | 4 |
| 09.07 → 31.07 | Long | 50.0% | +4.24% | 3.38 | 4 |
| 08.07 → 26.07 | Long | 50.0% | +4.21% | 4.49 | 4 |
| 08.07 → 31.07 | Long | 50.0% | +4.16% | 3.24 | 4 |
| 09.07 → 13.08 | Long | 50.0% | +4.16% | 2.65 | 4 |
| 09.07 → 23.07 | Long | 50.0% | +4.13% | 4.72 | 4 |