Over 2018 to 2025 (8 years of data), HPQUSUSD has tended to move long between 08.07 and 22.07, closing higher in 87.5% of those years for an average +2.61% move and an annualized Sharpe of 3.01.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 87.5% | +2.61% | 3.01 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +2.56% | 3.47 | 8 |
| 07.07 → 24.07 | Long | 87.5% | +2.55% | 3.23 | 8 |
| 08.07 → 27.07 | Long | 87.5% | +2.51% | 3.09 | 8 |
| 07.07 → 27.07 | Long | 87.5% | +2.45% | 4.22 | 8 |
| 07.07 → 15.08 | Long | 87.5% | +2.42% | 1.49 | 8 |
| 09.07 → 24.07 | Long | 87.5% | +2.36% | 2.75 | 8 |
| 09.07 → 27.07 | Long | 87.5% | +2.27% | 2.86 | 8 |