Over 2017 to 2025 (9 years of data), HONUSUSD has tended to move long between 21.08 and 02.09, closing higher in 87.5% of those years for an average +1.72% move and an annualized Sharpe of 2.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 02.09 | Long | 87.5% | +1.72% | 2.08 | 8 |
| 21.08 → 01.09 | Long | 87.5% | +1.68% | 2.88 | 8 |
| 21.08 → 30.08 | Long | 87.5% | +1.61% | 3.49 | 8 |
| 22.08 → 29.08 | Long | 87.5% | +1.48% | 4.73 | 8 |
| 21.08 → 31.08 | Long | 87.5% | +1.46% | 2.82 | 8 |
| 22.08 → 02.09 | Long | 87.5% | +1.44% | 2.10 | 8 |
| 22.08 → 01.09 | Long | 87.5% | +1.40% | 3.05 | 8 |
| 22.08 → 30.08 | Long | 87.5% | +1.33% | 3.66 | 8 |