Over 2022 to 2025 (4 years of data), HTAUSUSD has tended to move short between 24.07 and 12.08, closing higher in 100.0% of those years for an average +8.04% move and an annualized Sharpe of 7.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 12.08 | Short | 100.0% | +8.04% | 7.08 | 3 |
| 24.07 → 16.08 | Short | 100.0% | +6.59% | 4.89 | 4 |
| 24.07 → 18.08 | Short | 100.0% | +6.51% | 4.22 | 4 |
| 23.07 → 16.08 | Short | 100.0% | +6.43% | 4.56 | 4 |
| 24.07 → 19.08 | Short | 100.0% | +6.43% | 3.94 | 4 |
| 24.07 → 17.08 | Short | 100.0% | +6.40% | 4.33 | 4 |
| 23.07 → 18.08 | Short | 100.0% | +6.34% | 3.93 | 4 |
| 23.07 → 19.08 | Short | 100.0% | +6.26% | 3.68 | 4 |