Over 2022 to 2025 (4 years of data), HIIUSUSD has tended to move long between 09.07 and 30.07, closing higher in 100.0% of those years for an average +7.49% move and an annualized Sharpe of 5.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 30.07 | Long | 100.0% | +7.49% | 5.28 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +7.33% | 5.04 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +6.77% | 5.02 | 4 |
| 09.07 → 15.08 | Long | 100.0% | +6.73% | 5.25 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +6.72% | 4.78 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +6.65% | 5.35 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +6.60% | 4.85 | 4 |
| 13.07 → 30.07 | Long | 100.0% | +6.60% | 9.24 | 4 |