Over 2022 to 2025 (4 years of data), HBIUSUSD has tended to move short between 24.08 and 28.08, closing higher in 100.0% of those years for an average +1.98% move and an annualized Sharpe of 8.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 28.08 | Short | 100.0% | +1.98% | 8.92 | 4 |
| 25.08 → 28.08 | Short | 100.0% | +1.87% | 12.08 | 4 |
| 22.08 → 08.09 | Short | 75.0% | +5.27% | 3.40 | 4 |
| 22.08 → 09.09 | Short | 75.0% | +5.17% | 3.84 | 4 |
| 22.08 → 10.09 | Short | 75.0% | +5.15% | 4.63 | 4 |
| 22.08 → 11.09 | Short | 75.0% | +4.38% | 3.33 | 4 |
| 22.08 → 07.09 | Short | 75.0% | +4.34% | 3.09 | 4 |
| 24.08 → 16.09 | Short | 75.0% | +3.88% | 1.93 | 4 |