Over 2022 to 2025 (4 years of data), HZNPUSUSD has tended to move short between 08.07 and 02.08, closing higher in 50.0% of those years for an average +6.01% move and an annualized Sharpe of 2.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 02.08 | Short | 50.0% | +6.01% | 2.75 | 4 |
| 07.07 → 02.08 | Short | 50.0% | +5.79% | 2.72 | 4 |
| 11.07 → 02.08 | Short | 50.0% | +5.68% | 2.85 | 4 |
| 08.07 → 03.08 | Short | 50.0% | +5.63% | 2.52 | 4 |
| 10.07 → 02.08 | Short | 50.0% | +5.61% | 2.83 | 4 |
| 09.07 → 02.08 | Short | 50.0% | +5.45% | 2.48 | 4 |
| 07.07 → 03.08 | Short | 50.0% | +5.41% | 2.49 | 4 |
| 13.07 → 02.08 | Short | 50.0% | +5.32% | 3.18 | 4 |