Over 2022 to 2025 (4 years of data), HIIUSUSD has tended to move long between 25.07 and 31.07, closing higher in 100.0% of those years for an average +4.13% move and an annualized Sharpe of 16.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 31.07 | Long | 100.0% | +4.13% | 16.88 | 4 |
| 25.07 → 14.08 | Long | 100.0% | +3.52% | 3.19 | 4 |
| 22.07 → 26.07 | Long | 100.0% | +2.89% | 17.57 | 4 |
| 26.07 → 31.07 | Long | 100.0% | +2.86% | 13.68 | 4 |
| 22.07 → 28.07 | Long | 100.0% | +2.83% | 10.86 | 4 |
| 21.07 → 26.07 | Long | 100.0% | +2.74% | 15.21 | 4 |
| 23.07 → 26.07 | Long | 100.0% | +2.67% | 21.69 | 4 |
| 22.07 → 25.07 | Long | 100.0% | +2.63% | 16.23 | 4 |