Over 2022 to 2025 (4 years of data), MANHUSUSD has tended to move long between 12.08 and 11.09, closing higher in 100.0% of those years for an average +7.40% move and an annualized Sharpe of 7.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 11.09 | Long | 100.0% | +7.40% | 7.84 | 4 |
| 12.08 → 12.09 | Long | 100.0% | +6.08% | 8.10 | 4 |
| 12.08 → 10.09 | Long | 100.0% | +5.76% | 7.10 | 4 |
| 12.08 → 16.08 | Long | 100.0% | +5.66% | 26.45 | 4 |
| 12.08 → 09.09 | Long | 100.0% | +5.56% | 7.10 | 4 |
| 12.08 → 15.08 | Long | 100.0% | +5.24% | 38.20 | 4 |
| 12.08 → 25.08 | Long | 100.0% | +5.13% | 17.38 | 4 |
| 12.08 → 18.08 | Long | 100.0% | +5.06% | 13.70 | 4 |