Over 2022 to 2025 (4 years of data), HLTUSUSD has tended to move long between 10.07 and 22.08, closing higher in 100.0% of those years for an average +5.81% move and an annualized Sharpe of 2.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.08 | Long | 100.0% | +5.81% | 2.09 | 4 |
| 09.07 → 22.08 | Long | 100.0% | +5.73% | 2.23 | 4 |
| 10.07 → 23.08 | Long | 100.0% | +5.72% | 1.91 | 4 |
| 10.07 → 21.08 | Long | 100.0% | +5.67% | 2.15 | 4 |
| 09.07 → 21.08 | Long | 100.0% | +5.60% | 2.30 | 4 |
| 08.07 → 22.08 | Long | 100.0% | +5.55% | 2.11 | 4 |
| 07.07 → 22.08 | Long | 100.0% | +5.44% | 2.19 | 4 |
| 09.07 → 27.08 | Long | 100.0% | +5.44% | 2.14 | 4 |