Over 2022 to 2025 (4 years of data), HBIUSUSD has tended to move long between 09.07 and 15.08, closing higher in 100.0% of those years for an average +25.93% move and an annualized Sharpe of 5.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 15.08 | Long | 100.0% | +25.93% | 5.79 | 4 |
| 07.07 → 15.08 | Long | 100.0% | +25.91% | 5.78 | 4 |
| 07.07 → 16.08 | Long | 100.0% | +25.29% | 5.08 | 4 |
| 08.07 → 15.08 | Long | 100.0% | +24.98% | 5.67 | 4 |
| 10.07 → 15.08 | Long | 100.0% | +24.29% | 5.74 | 4 |
| 10.07 → 16.08 | Long | 100.0% | +23.65% | 5.08 | 4 |
| 11.07 → 15.08 | Long | 100.0% | +22.44% | 5.07 | 4 |
| 11.07 → 16.08 | Long | 100.0% | +21.77% | 4.58 | 4 |