Over 2022 to 2025 (4 years of data), CHDUSUSD has tended to move short between 22.08 and 06.10, closing higher in 100.0% of those years for an average +8.66% move and an annualized Sharpe of 4.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 06.10 | Short | 100.0% | +8.66% | 4.34 | 4 |
| 22.08 → 09.10 | Short | 100.0% | +8.64% | 3.74 | 4 |
| 22.08 → 07.10 | Short | 100.0% | +8.50% | 3.71 | 4 |
| 23.08 → 06.10 | Short | 100.0% | +8.47% | 4.29 | 4 |
| 23.08 → 09.10 | Short | 100.0% | +8.45% | 3.68 | 4 |
| 22.08 → 08.10 | Short | 100.0% | +8.43% | 3.72 | 4 |
| 22.08 → 10.10 | Short | 100.0% | +8.32% | 3.48 | 4 |
| 23.08 → 07.10 | Short | 100.0% | +8.32% | 3.69 | 4 |