Over 2017 to 2025 (9 years of data), KHCUSUSD has tended to move short between 12.07 and 08.09, closing higher in 88.9% of those years for an average +4.00% move and an annualized Sharpe of 1.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 08.09 | Short | 88.9% | +4.00% | 1.63 | 9 |
| 13.07 → 08.09 | Short | 88.9% | +3.74% | 1.50 | 9 |
| 11.07 → 08.09 | Short | 88.9% | +3.73% | 1.39 | 9 |
| 12.07 → 09.09 | Short | 88.9% | +3.63% | 1.50 | 9 |
| 12.07 → 10.09 | Short | 88.9% | +3.39% | 1.58 | 9 |
| 13.07 → 09.09 | Short | 88.9% | +3.37% | 1.37 | 9 |
| 11.07 → 09.09 | Short | 88.9% | +3.36% | 1.25 | 9 |
| 13.07 → 11.09 | Short | 88.9% | +3.21% | 1.62 | 9 |