Over 2022 to 2025 (4 years of data), HUSUSD has tended to move short between 25.08 and 13.09, closing higher in 100.0% of those years for an average +3.44% move and an annualized Sharpe of 11.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 13.09 | Short | 100.0% | +3.44% | 11.07 | 4 |
| 22.08 → 30.08 | Long | 100.0% | +3.27% | 10.23 | 4 |
| 26.08 → 13.09 | Short | 100.0% | +3.10% | 8.14 | 4 |
| 25.08 → 16.09 | Short | 100.0% | +3.06% | 8.64 | 4 |
| 22.08 → 29.08 | Long | 100.0% | +2.98% | 13.35 | 4 |
| 24.08 → 13.09 | Short | 100.0% | +2.93% | 7.10 | 4 |
| 27.08 → 30.08 | Long | 100.0% | +2.68% | 14.56 | 4 |
| 25.08 → 17.09 | Short | 100.0% | +2.63% | 8.43 | 4 |