Over 2018 to 2025 (8 years of data), HCNUSUSD has tended to move long between 11.07 and 08.08, closing higher in 100.0% of those years for an average +5.24% move and an annualized Sharpe of 4.17.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 08.08 | Long | 100.0% | +5.24% | 4.17 | 8 |
| 11.07 → 16.08 | Long | 100.0% | +4.74% | 3.46 | 8 |
| 13.07 → 04.08 | Long | 100.0% | +3.74% | 4.51 | 8 |
| 10.07 → 05.09 | Long | 87.5% | +7.94% | 2.10 | 8 |
| 13.07 → 10.09 | Long | 87.5% | +7.92% | 2.31 | 8 |
| 13.07 → 05.09 | Long | 87.5% | +7.78% | 2.46 | 8 |
| 13.07 → 09.09 | Long | 87.5% | +7.78% | 2.28 | 8 |
| 09.07 → 05.09 | Long | 87.5% | +7.75% | 2.12 | 8 |