United States
Over 2018 to 2025 (8 years of data), MCHPUSUSD has tended to move short between 07.10 and 31.10, closing higher in 87.5% of those years for an average +9.89% move and an annualized Sharpe of 2.60.
Best window
07.10 - 31.10
Direction
Short
Win rate
87.5%
Avg return
+9.89%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 31.10 | Short | 87.5% | +9.89% | 2.60 | 8 |
| 07.10 → 30.10 | Short | 87.5% | +9.68% | 2.56 | 8 |
| 09.10 → 31.10 | Short | 87.5% |
| +9.59% |
| 2.66 |
| 8 |
| 06.10 → 31.10 | Short | 87.5% | +9.58% | 2.52 | 8 |
| 10.10 → 31.10 | Short | 87.5% | +9.58% | 2.72 | 8 |
| 09.10 → 30.10 | Short | 87.5% | +9.38% | 2.63 | 8 |
| 06.10 → 30.10 | Short | 87.5% | +9.37% | 2.48 | 8 |
| 10.10 → 30.10 | Short | 87.5% | +9.36% | 2.69 | 8 |