Over 2018 to 2025 (8 years of data), HCNUSUSD has tended to move long between 20.08 and 09.09, closing higher in 87.5% of those years for an average +4.31% move and an annualized Sharpe of 3.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 09.09 | Long | 87.5% | +4.31% | 3.50 | 8 |
| 20.08 → 06.09 | Long | 87.5% | +4.01% | 3.55 | 8 |
| 19.08 → 09.09 | Long | 87.5% | +3.88% | 3.75 | 8 |
| 20.08 → 08.09 | Long | 87.5% | +3.77% | 3.22 | 8 |
| 21.08 → 09.09 | Long | 87.5% | +3.68% | 3.92 | 8 |
| 19.08 → 06.09 | Long | 87.5% | +3.59% | 3.78 | 8 |
| 22.08 → 09.09 | Long | 87.5% | +3.52% | 4.19 | 8 |
| 21.08 → 06.09 | Long | 87.5% | +3.38% | 3.96 | 8 |