Over 2022 to 2025 (4 years of data), AMHUSUSD has tended to move short between 28.08 and 27.10, closing higher in 100.0% of those years for an average +7.85% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 27.10 | Short | 100.0% | +7.85% | 4.40 | 4 |
| 25.08 → 21.10 | Short | 100.0% | +7.79% | 5.92 | 4 |
| 25.08 → 20.10 | Short | 100.0% | +7.65% | 4.86 | 4 |
| 25.08 → 09.10 | Short | 100.0% | +7.62% | 4.64 | 4 |
| 25.08 → 08.10 | Short | 100.0% | +7.58% | 4.67 | 4 |
| 25.08 → 10.10 | Short | 100.0% | +7.54% | 4.46 | 4 |
| 25.08 → 19.10 | Short | 100.0% | +7.49% | 4.55 | 4 |
| 26.08 → 21.10 | Short | 100.0% | +7.48% | 5.53 | 4 |