Over 2022 to 2025 (4 years of data), INVHUSUSD has tended to move long between 12.07 and 22.07, closing higher in 100.0% of those years for an average +3.04% move and an annualized Sharpe of 8.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 22.07 | Long | 100.0% | +3.04% | 8.96 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +2.84% | 8.74 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +2.65% | 10.04 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +2.45% | 9.87 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +2.16% | 6.22 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +1.64% | 4.83 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +1.63% | 5.62 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +1.49% | 4.94 | 4 |