Over 2017 to 2025 (9 years of data), HUMUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +3.96% move and an annualized Sharpe of 9.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +3.96% | 9.62 | 8 |
| 09.07 → 22.07 | Long | 100.0% | +3.70% | 7.64 | 8 |
| 07.07 → 24.07 | Long | 100.0% | +3.33% | 8.18 | 8 |
| 07.07 → 25.07 | Long | 100.0% | +3.21% | 8.23 | 8 |
| 09.07 → 24.07 | Long | 100.0% | +3.05% | 7.77 | 8 |
| 10.07 → 22.07 | Long | 100.0% | +3.02% | 10.30 | 8 |
| 07.07 → 26.07 | Long | 100.0% | +2.99% | 5.86 | 8 |
| 08.07 → 24.07 | Long | 100.0% | +2.99% | 7.49 | 8 |