Over 2022 to 2025 (4 years of data), HWMUSUSD has tended to move short between 19.08 and 06.09, closing higher in 75.0% of those years for an average +2.32% move and an annualized Sharpe of 2.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 19.08 → 06.09 | Short | 75.0% | +2.32% | 2.36 | 4 |
| 17.08 → 06.09 | Short | 75.0% | +2.14% | 1.83 | 4 |
| 22.08 → 06.09 | Short | 75.0% | +1.80% | 2.34 | 4 |
| 19.08 → 17.09 | Short | 75.0% | +1.72% | 1.02 | 4 |
| 20.08 → 06.09 | Short | 75.0% | +1.71% | 1.96 | 4 |
| 19.08 → 05.09 | Short | 75.0% | +1.65% | 2.00 | 4 |
| 19.08 → 16.09 | Short | 75.0% | +1.63% | 0.84 | 4 |
| 21.08 → 06.09 | Short | 75.0% | +1.57% | 1.90 | 4 |