Over 2022 to 2025 (4 years of data), HPEUSUSD has tended to move long between 25.07 and 31.07, closing higher in 100.0% of those years for an average +1.39% move and an annualized Sharpe of 6.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 31.07 | Long | 100.0% | +1.39% | 6.26 | 4 |
| 22.07 → 02.08 | Short | 75.0% | +3.60% | 3.95 | 4 |
| 28.07 → 03.08 | Short | 75.0% | +3.50% | 4.91 | 4 |
| 27.07 → 03.08 | Short | 75.0% | +3.45% | 4.38 | 4 |
| 28.07 → 04.08 | Short | 75.0% | +3.38% | 4.33 | 4 |
| 27.07 → 04.08 | Short | 75.0% | +3.33% | 3.90 | 4 |
| 27.07 → 07.08 | Short | 75.0% | +3.22% | 2.49 | 4 |
| 27.07 → 05.08 | Short | 75.0% | +3.18% | 3.37 | 4 |