Over 2022 to 2025 (4 years of data), HPEUSUSD has tended to move long between 07.07 and 18.07, closing higher in 100.0% of those years for an average +2.50% move and an annualized Sharpe of 6.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 18.07 | Long | 100.0% | +2.50% | 6.84 | 4 |
| 07.07 → 17.07 | Long | 100.0% | +1.80% | 9.92 | 4 |
| 08.07 → 16.07 | Long | 100.0% | +1.39% | 6.69 | 4 |
| 09.07 → 16.07 | Long | 100.0% | +1.38% | 8.82 | 4 |
| 07.07 → 02.09 | Long | 75.0% | +3.12% | 1.39 | 4 |
| 07.07 → 03.09 | Long | 75.0% | +3.04% | 1.14 | 4 |
| 07.07 → 17.08 | Long | 75.0% | +3.00% | 0.97 | 4 |
| 07.07 → 31.08 | Long | 75.0% | +2.99% | 1.44 | 4 |