Over 2022 to 2025 (4 years of data), HOGUSUSD has tended to move long between 09.07 and 05.09, closing higher in 100.0% of those years for an average +14.51% move and an annualized Sharpe of 4.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 05.09 | Long | 100.0% | +14.51% | 4.37 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +13.34% | 11.14 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +13.26% | 10.18 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +12.90% | 10.16 | 4 |
| 07.07 → 13.08 | Long | 100.0% | +12.67% | 4.76 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +12.52% | 5.09 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +12.19% | 4.77 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +12.14% | 8.09 | 4 |