Over 2022 to 2025 (4 years of data), HEIUSUSD has tended to move long between 10.07 and 30.07, closing higher in 100.0% of those years for an average +8.26% move and an annualized Sharpe of 5.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.07 | Long | 100.0% | +8.26% | 5.16 | 4 |
| 10.07 → 31.07 | Long | 100.0% | +8.24% | 5.16 | 4 |
| 10.07 → 03.08 | Long | 100.0% | +8.20% | 4.95 | 4 |
| 13.07 → 30.07 | Long | 100.0% | +7.84% | 4.80 | 4 |
| 13.07 → 31.07 | Long | 100.0% | +7.82% | 4.80 | 4 |
| 13.07 → 03.08 | Long | 100.0% | +7.78% | 4.54 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +7.77% | 4.78 | 4 |
| 10.07 → 01.08 | Long | 100.0% | +7.74% | 4.85 | 4 |