Over 2017 to 2025 (9 years of data), KHCUSUSD has tended to move short between 26.08 and 28.09, closing higher in 88.9% of those years for an average +4.43% move and an annualized Sharpe of 2.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 28.09 | Short | 88.9% | +4.43% | 2.08 | 9 |
| 25.08 → 21.10 | Short | 88.9% | +4.38% | 1.85 | 9 |
| 23.08 → 01.10 | Short | 88.9% | +4.35% | 2.29 | 9 |
| 23.08 → 21.10 | Short | 88.9% | +4.34% | 1.89 | 9 |
| 26.08 → 01.10 | Short | 88.9% | +4.30% | 2.28 | 9 |
| 26.08 → 21.10 | Short | 88.9% | +4.30% | 1.87 | 9 |
| 24.08 → 21.10 | Short | 88.9% | +4.27% | 1.81 | 9 |
| 22.08 → 01.10 | Short | 88.9% | +4.18% | 2.08 | 9 |