Over 2018 to 2025 (8 years of data), MCHPUSUSD has tended to move short between 13.07 and 17.08, closing higher in 87.5% of those years for an average +4.41% move and an annualized Sharpe of 1.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 17.08 | Short | 87.5% | +4.41% | 1.22 | 8 |
| 13.07 → 18.08 | Short | 87.5% | +4.20% | 1.22 | 8 |
| 13.07 → 20.08 | Short | 87.5% | +4.00% | 1.18 | 8 |
| 12.07 → 17.08 | Short | 87.5% | +3.94% | 1.02 | 8 |
| 11.07 → 17.08 | Short | 87.5% | +3.82% | 1.07 | 8 |
| 13.07 → 19.08 | Short | 87.5% | +3.80% | 1.12 | 8 |
| 10.07 → 17.08 | Short | 87.5% | +3.62% | 0.95 | 8 |
| 12.07 → 20.08 | Short | 87.5% | +3.53% | 0.98 | 8 |