Over 2022 to 2025 (4 years of data), INVHUSUSD has tended to move short between 24.07 and 20.09, closing higher in 100.0% of those years for an average +4.43% move and an annualized Sharpe of 3.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 20.09 | Short | 100.0% | +4.43% | 3.52 | 4 |
| 26.07 → 29.07 | Long | 100.0% | +2.83% | 10.81 | 4 |
| 28.07 → 26.09 | Short | 75.0% | +5.58% | 2.70 | 4 |
| 24.07 → 22.09 | Short | 75.0% | +5.47% | 3.40 | 4 |
| 24.07 → 21.09 | Short | 75.0% | +5.34% | 3.57 | 4 |
| 23.07 → 21.09 | Short | 75.0% | +5.08% | 2.95 | 4 |
| 28.07 → 25.09 | Short | 75.0% | +5.02% | 2.18 | 4 |
| 28.07 → 24.09 | Short | 75.0% | +4.88% | 2.28 | 4 |