Over 2022 to 2025 (4 years of data), HOFREUR has tended to move short between 12.07 and 03.09, closing higher in 100.0% of those years for an average +4.80% move and an annualized Sharpe of 2.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 03.09 | Short | 100.0% | +4.80% | 2.58 | 4 |
| 12.07 → 06.09 | Short | 100.0% | +4.70% | 2.22 | 4 |
| 13.07 → 03.09 | Short | 100.0% | +4.70% | 2.53 | 4 |
| 12.07 → 02.09 | Short | 100.0% | +4.63% | 2.85 | 4 |
| 13.07 → 06.09 | Short | 100.0% | +4.60% | 2.17 | 4 |
| 13.07 → 02.09 | Short | 100.0% | +4.53% | 2.76 | 4 |
| 12.07 → 31.08 | Short | 100.0% | +4.52% | 2.68 | 4 |
| 13.07 → 31.08 | Short | 100.0% | +4.42% | 2.66 | 4 |