Over 2022 to 2025 (4 years of data), GHUSUSD has tended to move short between 16.08 and 24.09, closing higher in 100.0% of those years for an average +14.45% move and an annualized Sharpe of 5.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 24.09 | Short | 100.0% | +14.45% | 5.26 | 4 |
| 17.08 → 24.09 | Short | 100.0% | +12.96% | 4.46 | 4 |
| 18.08 → 24.09 | Short | 100.0% | +12.80% | 4.41 | 4 |
| 19.08 → 24.09 | Short | 100.0% | +11.91% | 3.66 | 4 |
| 20.08 → 23.08 | Long | 100.0% | +5.17% | 28.19 | 4 |
| 16.08 → 26.09 | Short | 75.0% | +13.68% | 4.02 | 4 |
| 16.08 → 25.09 | Short | 75.0% | +13.62% | 4.05 | 4 |
| 22.08 → 24.09 | Short | 75.0% | +13.03% | 3.25 | 4 |