Over 2022 to 2025 (4 years of data), HEIUSUSD has tended to move long between 28.08 and 19.09, closing higher in 100.0% of those years for an average +2.05% move and an annualized Sharpe of 2.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 19.09 | Long | 100.0% | +2.05% | 2.87 | 4 |
| 28.08 → 18.09 | Long | 100.0% | +1.87% | 4.48 | 4 |
| 22.08 → 19.09 | Long | 75.0% | +2.44% | 2.19 | 4 |
| 22.08 → 14.09 | Long | 75.0% | +2.31% | 2.30 | 4 |
| 22.08 → 18.09 | Long | 75.0% | +2.27% | 2.45 | 4 |
| 23.08 → 19.09 | Long | 75.0% | +2.24% | 2.34 | 4 |
| 22.08 → 20.09 | Long | 75.0% | +2.22% | 1.64 | 4 |
| 23.08 → 14.09 | Long | 75.0% | +2.11% | 2.46 | 4 |