Over 2022 to 2025 (4 years of data), HWMUSUSD has tended to move long between 07.07 and 11.08, closing higher in 100.0% of those years for an average +9.67% move and an annualized Sharpe of 3.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.08 | Long | 100.0% | +9.67% | 3.29 | 4 |
| 13.07 → 11.08 | Long | 100.0% | +9.50% | 3.74 | 4 |
| 07.07 → 09.08 | Long | 100.0% | +9.32% | 3.53 | 4 |
| 13.07 → 09.08 | Long | 100.0% | +9.15% | 4.05 | 4 |
| 08.07 → 11.08 | Long | 100.0% | +9.12% | 3.45 | 4 |
| 13.07 → 10.08 | Long | 100.0% | +9.08% | 3.68 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +8.93% | 4.89 | 4 |
| 12.07 → 11.08 | Long | 100.0% | +8.93% | 3.64 | 4 |