Over 2022 to 2025 (4 years of data), HEIUSUSD has tended to move long between 20.08 and 25.08, closing higher in 100.0% of those years for an average +1.71% move and an annualized Sharpe of 16.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 25.08 | Long | 100.0% | +1.71% | 16.02 | 4 |
| 17.08 → 20.08 | Short | 100.0% | +1.38% | 14.63 | 4 |
| 20.08 → 23.08 | Long | 100.0% | +1.19% | 10.93 | 4 |
| 16.08 → 20.08 | Short | 100.0% | +1.16% | 9.98 | 4 |
| 20.08 → 24.08 | Long | 100.0% | +1.13% | 10.26 | 4 |
| 16.08 → 19.08 | Short | 100.0% | +0.90% | 32.46 | 4 |
| 20.08 → 19.09 | Long | 75.0% | +3.52% | 2.43 | 4 |
| 20.08 → 14.09 | Long | 75.0% | +3.39% | 2.58 | 4 |