Over 2017 to 2025 (9 years of data), HUMUSUSD has tended to move short between 17.08 and 10.09, closing higher in 100.0% of those years for an average +3.40% move and an annualized Sharpe of 5.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 10.09 | Short | 100.0% | +3.40% | 5.66 | 8 |
| 13.08 → 16.08 | Long | 100.0% | +1.51% | 12.29 | 8 |
| 17.08 → 29.09 | Short | 87.5% | +5.07% | 2.70 | 8 |
| 16.08 → 26.09 | Short | 87.5% | +5.05% | 3.00 | 8 |
| 16.08 → 29.09 | Short | 87.5% | +5.05% | 2.66 | 8 |
| 15.08 → 29.09 | Short | 87.5% | +4.95% | 2.56 | 8 |
| 14.08 → 26.09 | Short | 87.5% | +4.90% | 2.69 | 8 |
| 14.08 → 29.09 | Short | 87.5% | +4.89% | 2.33 | 8 |