Over 2022 to 2025 (4 years of data), CHDUSUSD has tended to move short between 07.07 and 04.08, closing higher in 100.0% of those years for an average +7.05% move and an annualized Sharpe of 15.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.08 | Short | 100.0% | +7.05% | 15.61 | 4 |
| 07.07 → 03.08 | Short | 100.0% | +6.94% | 15.86 | 4 |
| 08.07 → 04.08 | Short | 100.0% | +6.68% | 17.32 | 4 |
| 07.07 → 27.08 | Short | 100.0% | +6.67% | 7.73 | 4 |
| 07.07 → 25.08 | Short | 100.0% | +6.65% | 7.81 | 4 |
| 07.07 → 16.08 | Short | 100.0% | +6.63% | 40.63 | 4 |
| 08.07 → 03.08 | Short | 100.0% | +6.57% | 17.52 | 4 |
| 07.07 → 26.08 | Short | 100.0% | +6.56% | 7.70 | 4 |