Over 2017 to 2025 (9 years of data), HALUSUSD has tended to move long between 23.08 and 29.08, closing higher in 100.0% of those years for an average +3.14% move and an annualized Sharpe of 8.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 29.08 | Long | 100.0% | +3.14% | 8.10 | 8 |
| 23.08 → 27.08 | Long | 87.5% | +2.35% | 4.91 | 8 |
| 25.08 → 08.09 | Short | 75.0% | +3.41% | 2.18 | 8 |
| 23.08 → 07.10 | Long | 75.0% | +3.19% | 0.69 | 8 |
| 26.08 → 08.09 | Short | 75.0% | +3.07% | 2.04 | 8 |
| 22.08 → 02.09 | Long | 75.0% | +2.89% | 4.38 | 8 |
| 25.08 → 09.09 | Short | 75.0% | +2.77% | 1.81 | 8 |
| 23.08 → 02.09 | Long | 75.0% | +2.74% | 4.94 | 8 |