Over 2022 to 2025 (4 years of data), HCAUSUSD has tended to move long between 12.07 and 08.09, closing higher in 75.0% of those years for an average +14.26% move and an annualized Sharpe of 2.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 08.09 | Long | 75.0% | +14.26% | 2.49 | 4 |
| 12.07 → 07.09 | Long | 75.0% | +14.07% | 2.60 | 4 |
| 11.07 → 08.09 | Long | 75.0% | +14.05% | 2.42 | 4 |
| 11.07 → 07.09 | Long | 75.0% | +13.86% | 2.52 | 4 |
| 13.07 → 08.09 | Long | 75.0% | +13.67% | 2.42 | 4 |
| 13.07 → 07.09 | Long | 75.0% | +13.48% | 2.54 | 4 |
| 12.07 → 06.09 | Long | 75.0% | +13.47% | 2.59 | 4 |
| 12.07 → 10.09 | Long | 75.0% | +13.32% | 2.24 | 4 |