Over 2017 to 2025 (9 years of data), HALUSUSD has tended to move long between 16.08 and 07.10, closing higher in 87.5% of those years for an average +3.20% move and an annualized Sharpe of 0.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 07.10 | Long | 87.5% | +3.20% | 0.65 | 8 |
| 16.08 → 02.09 | Long | 87.5% | +2.68% | 4.42 | 8 |
| 16.08 → 01.09 | Long | 87.5% | +1.76% | 3.26 | 8 |
| 16.08 → 15.10 | Long | 75.0% | +3.55% | 0.63 | 8 |
| 16.08 → 13.10 | Long | 75.0% | +3.35% | 0.66 | 8 |
| 16.08 → 09.10 | Long | 75.0% | +3.29% | 0.67 | 8 |
| 16.08 → 29.08 | Long | 75.0% | +3.14% | 3.70 | 8 |
| 16.08 → 08.10 | Long | 75.0% | +3.13% | 0.69 | 8 |