Over 2017 to 2025 (9 years of data), HESUSUSD has tended to move long between 15.08 and 13.10, closing higher in 85.7% of those years for an average +7.00% move and an annualized Sharpe of 1.04.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 13.10 | Long | 85.7% | +7.00% | 1.04 | 7 |
| 18.08 → 13.10 | Long | 85.7% | +6.78% | 1.06 | 7 |
| 16.08 → 13.10 | Long | 85.7% | +6.61% | 1.01 | 7 |
| 14.08 → 13.10 | Long | 85.7% | +6.54% | 1.00 | 7 |
| 18.08 → 09.10 | Long | 85.7% | +6.51% | 0.99 | 7 |
| 17.08 → 13.10 | Long | 85.7% | +6.44% | 0.94 | 7 |
| 15.08 → 12.10 | Long | 85.7% | +6.37% | 0.95 | 7 |
| 15.08 → 14.10 | Long | 85.7% | +6.29% | 0.94 | 7 |