Over 2017 to 2025 (9 years of data), HALUSUSD has tended to move long between 07.07 and 27.07, closing higher in 75.0% of those years for an average +3.29% move and an annualized Sharpe of 1.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 75.0% | +3.29% | 1.94 | 8 |
| 09.07 → 07.09 | Short | 75.0% | +3.07% | 0.45 | 8 |
| 12.07 → 06.08 | Short | 75.0% | +3.01% | 0.99 | 8 |
| 11.07 → 06.08 | Short | 75.0% | +2.84% | 0.93 | 8 |
| 09.07 → 06.08 | Short | 75.0% | +2.69% | 0.83 | 8 |
| 09.07 → 20.08 | Short | 75.0% | +2.59% | 0.49 | 8 |
| 12.07 → 03.08 | Short | 75.0% | +2.52% | 1.01 | 8 |
| 11.07 → 07.08 | Short | 75.0% | +2.50% | 0.80 | 8 |