Over 2022 to 2025 (4 years of data), HUBSUSUSD has tended to move long between 12.07 and 28.07, closing higher in 100.0% of those years for an average +6.51% move and an annualized Sharpe of 5.11.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.07 | Long | 100.0% | +6.51% | 5.11 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +6.36% | 6.73 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +6.30% | 4.70 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +6.24% | 5.34 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +6.09% | 7.07 | 4 |
| 13.07 → 29.07 | Long | 100.0% | +6.02% | 4.88 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +5.46% | 6.57 | 4 |
| 12.07 → 18.07 | Long | 100.0% | +3.81% | 10.90 | 4 |