Over 2017 to 2025 (9 years of data), KHCUSUSD has tended to move short between 10.09 and 21.10, closing higher in 100.0% of those years for an average +2.53% move and an annualized Sharpe of 3.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.09 → 21.10 | Short | 100.0% | +2.53% | 3.31 | 9 |
| 13.09 → 18.09 | Short | 100.0% | +2.13% | 8.84 | 9 |
| 12.09 → 09.10 | Short | 88.9% | +4.09% | 5.15 | 9 |
| 12.09 → 07.10 | Short | 88.9% | +4.00% | 4.55 | 9 |
| 12.09 → 06.10 | Short | 88.9% | +3.97% | 4.77 | 9 |
| 12.09 → 05.10 | Short | 88.9% | +3.93% | 5.54 | 9 |
| 13.09 → 09.10 | Short | 88.9% | +3.93% | 5.91 | 9 |
| 12.09 → 08.10 | Short | 88.9% | +3.85% | 4.73 | 9 |