Over 2017 to 2025 (9 years of data), HDUSUSD has tended to move long between 21.08 and 14.09, closing higher in 88.9% of those years for an average +1.92% move and an annualized Sharpe of 1.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 14.09 | Long | 88.9% | +1.92% | 1.26 | 9 |
| 20.08 → 01.09 | Long | 88.9% | +1.22% | 1.84 | 9 |
| 20.08 → 29.08 | Long | 88.9% | +1.17% | 2.25 | 9 |
| 18.08 → 26.08 | Long | 88.9% | +1.07% | 2.00 | 9 |
| 20.08 → 30.08 | Long | 88.9% | +1.05% | 1.78 | 9 |
| 20.08 → 31.08 | Long | 88.9% | +0.91% | 1.31 | 9 |
| 19.08 → 11.09 | Long | 77.8% | +3.60% | 2.29 | 9 |
| 18.08 → 12.09 | Long | 77.8% | +3.55% | 2.25 | 9 |