Over 2022 to 2025 (4 years of data), HUBSUSUSD has tended to move long between 20.08 and 30.08, closing higher in 100.0% of those years for an average +3.71% move and an annualized Sharpe of 6.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 30.08 | Long | 100.0% | +3.71% | 6.02 | 4 |
| 21.08 → 30.08 | Long | 100.0% | +3.56% | 8.62 | 4 |
| 22.08 → 30.08 | Long | 100.0% | +3.07% | 7.72 | 4 |
| 20.08 → 25.08 | Long | 100.0% | +2.96% | 11.78 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +2.83% | 25.52 | 4 |
| 20.08 → 23.08 | Long | 100.0% | +2.51% | 14.09 | 4 |
| 22.08 → 25.08 | Long | 100.0% | +2.34% | 19.89 | 4 |
| 22.08 → 20.10 | Short | 75.0% | +7.38% | 1.59 | 4 |