Over 2022 to 2025 (4 years of data), HTAUSUSD has tended to move long between 09.07 and 03.08, closing higher in 100.0% of those years for an average +4.40% move and an annualized Sharpe of 8.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 03.08 | Long | 100.0% | +4.40% | 8.63 | 4 |
| 07.07 → 03.08 | Long | 100.0% | +4.33% | 8.96 | 4 |
| 08.07 → 03.08 | Long | 100.0% | +4.12% | 7.72 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +4.05% | 6.21 | 4 |
| 10.07 → 03.08 | Long | 100.0% | +4.00% | 12.33 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +3.95% | 8.25 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +3.95% | 8.71 | 4 |
| 09.07 → 02.08 | Long | 100.0% | +3.92% | 6.70 | 4 |