Over 2017 to 2025 (9 years of data), HDUSUSD has tended to move long between 08.07 and 06.09, closing higher in 100.0% of those years for an average +7.14% move and an annualized Sharpe of 5.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.09 | Long | 100.0% | +7.14% | 5.26 | 9 |
| 09.07 → 07.09 | Long | 100.0% | +7.08% | 5.82 | 9 |
| 07.07 → 05.09 | Long | 100.0% | +6.94% | 4.60 | 9 |
| 08.07 → 05.09 | Long | 100.0% | +6.73% | 4.46 | 9 |
| 09.07 → 06.09 | Long | 100.0% | +6.73% | 5.15 | 9 |
| 10.07 → 07.09 | Long | 100.0% | +6.71% | 6.17 | 9 |
| 07.07 → 04.09 | Long | 100.0% | +6.65% | 4.14 | 9 |
| 10.07 → 08.09 | Long | 100.0% | +6.65% | 6.58 | 9 |