Over 2022 to 2025 (4 years of data), MAAUSUSD has tended to move long between 09.07 and 22.07, closing higher in 100.0% of those years for an average +2.77% move and an annualized Sharpe of 12.54.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.07 | Long | 100.0% | +2.77% | 12.54 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +2.75% | 7.20 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +2.61% | 21.24 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +2.60% | 10.33 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +2.59% | 7.33 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +2.51% | 9.05 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +2.48% | 8.60 | 4 |
| 10.07 → 21.07 | Long | 100.0% | +2.44% | 14.05 | 4 |