Over 2017 to 2025 (9 years of data), CHIIDXUSD has tended to move short between 10.07 and 19.08, closing higher in 88.9% of those years for an average +2.82% move and an annualized Sharpe of 2.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 19.08 | Short | 88.9% | +2.82% | 2.02 | 9 |
| 13.07 → 14.08 | Short | 88.9% | +2.81% | 3.68 | 9 |
| 13.07 → 10.08 | Short | 88.9% | +2.72% | 5.34 | 9 |
| 13.07 → 11.08 | Short | 88.9% | +2.72% | 4.05 | 9 |
| 10.07 → 18.08 | Short | 88.9% | +2.68% | 2.44 | 9 |
| 13.07 → 13.08 | Short | 88.9% | +2.64% | 3.86 | 9 |
| 13.07 → 16.08 | Short | 88.9% | +2.64% | 2.98 | 9 |
| 13.07 → 19.08 | Short | 88.9% | +2.64% | 2.13 | 9 |