Over 2022 to 2025 (4 years of data), HBIUSUSD has tended to move long between 26.07 and 16.08, closing higher in 100.0% of those years for an average +17.75% move and an annualized Sharpe of 5.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 16.08 | Long | 100.0% | +17.75% | 5.35 | 4 |
| 26.07 → 17.08 | Long | 100.0% | +17.08% | 4.77 | 4 |
| 26.07 → 18.08 | Long | 100.0% | +16.80% | 4.47 | 4 |
| 28.07 → 16.08 | Long | 100.0% | +14.43% | 4.08 | 4 |
| 27.07 → 16.08 | Long | 100.0% | +13.97% | 3.76 | 4 |
| 28.07 → 17.08 | Long | 100.0% | +13.75% | 3.68 | 4 |
| 28.07 → 18.08 | Long | 100.0% | +13.47% | 3.46 | 4 |
| 27.07 → 17.08 | Long | 100.0% | +13.27% | 3.42 | 4 |