Over 2018 to 2025 (8 years of data), MCHPUSUSD has tended to move long between 16.07 and 21.07, closing higher in 100.0% of those years for an average +1.69% move and an annualized Sharpe of 8.58.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 21.07 | Long | 100.0% | +1.69% | 8.58 | 8 |
| 13.07 → 20.08 | Short | 87.5% | +4.55% | 1.45 | 8 |
| 13.07 → 19.08 | Short | 87.5% | +3.56% | 0.99 | 8 |
| 13.07 → 18.08 | Short | 87.5% | +3.33% | 0.87 | 8 |
| 15.07 → 08.09 | Short | 75.0% | +5.05% | 1.41 | 8 |
| 13.07 → 08.09 | Short | 75.0% | +4.99% | 1.22 | 8 |
| 15.07 → 10.08 | Short | 75.0% | +4.90% | 1.74 | 8 |
| 15.07 → 11.08 | Short | 75.0% | +4.89% | 1.66 | 8 |