Over 2022 to 2025 (4 years of data), CHDUSUSD has tended to move short between 11.07 and 04.08, closing higher in 100.0% of those years for an average +5.64% move and an annualized Sharpe of 10.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 04.08 | Short | 100.0% | +5.64% | 10.88 | 4 |
| 11.07 → 28.08 | Short | 100.0% | +5.64% | 5.71 | 4 |
| 11.07 → 17.08 | Short | 100.0% | +5.56% | 18.76 | 4 |
| 15.07 → 04.08 | Short | 100.0% | +5.49% | 9.44 | 4 |
| 11.07 → 05.08 | Short | 100.0% | +5.48% | 8.47 | 4 |
| 15.07 → 28.08 | Short | 100.0% | +5.48% | 4.60 | 4 |
| 11.07 → 26.08 | Short | 100.0% | +5.46% | 5.49 | 4 |
| 11.07 → 27.08 | Short | 100.0% | +5.46% | 5.91 | 4 |