Over 2018 to 2025 (8 years of data), MCHPUSUSD has tended to move short between 26.08 and 06.10, closing higher in 87.5% of those years for an average +4.06% move and an annualized Sharpe of 1.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 06.10 | Short | 87.5% | +4.06% | 1.53 | 8 |
| 26.08 → 05.10 | Short | 87.5% | +4.01% | 1.65 | 8 |
| 26.08 → 03.10 | Short | 87.5% | +4.00% | 2.19 | 8 |
| 26.08 → 02.10 | Short | 87.5% | +3.90% | 2.66 | 8 |
| 27.08 → 07.10 | Short | 87.5% | +3.78% | 1.39 | 8 |
| 24.08 → 06.10 | Short | 87.5% | +3.58% | 1.39 | 8 |
| 24.08 → 03.10 | Short | 87.5% | +3.51% | 2.07 | 8 |
| 26.08 → 04.10 | Short | 87.5% | +3.49% | 1.54 | 8 |