Over 2022 to 2025 (4 years of data), HOFREUR has tended to move long between 26.07 and 13.09, closing higher in 100.0% of those years for an average +4.79% move and an annualized Sharpe of 3.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 13.09 | Long | 100.0% | +4.79% | 3.51 | 4 |
| 26.07 → 12.09 | Long | 100.0% | +4.16% | 10.38 | 3 |
| 22.07 → 26.07 | Short | 100.0% | +3.70% | 11.09 | 4 |
| 26.07 → 11.09 | Long | 100.0% | +3.09% | 4.74 | 3 |
| 22.07 → 25.07 | Short | 100.0% | +3.01% | 13.64 | 4 |
| 22.07 → 15.08 | Short | 100.0% | +1.89% | 4.07 | 4 |
| 24.07 → 05.08 | Long | 100.0% | +1.62% | 7.40 | 4 |
| 25.07 → 06.08 | Long | 100.0% | +1.58% | 6.10 | 4 |