Over 2017 to 2025 (9 years of data), MARUSUSD has tended to move long between 08.07 and 12.07, closing higher in 100.0% of those years for an average +1.60% move and an annualized Sharpe of 13.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 12.07 | Long | 100.0% | +1.60% | 13.84 | 8 |
| 08.07 → 13.07 | Long | 100.0% | +1.51% | 14.74 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +2.79% | 4.24 | 8 |
| 08.07 → 23.07 | Long | 87.5% | +2.16% | 3.18 | 8 |
| 08.07 → 11.07 | Long | 87.5% | +1.51% | 13.70 | 8 |
| 07.07 → 12.07 | Long | 87.5% | +1.46% | 11.04 | 8 |
| 07.07 → 10.07 | Long | 87.5% | +1.42% | 11.41 | 8 |
| 07.07 → 13.07 | Long | 87.5% | +1.38% | 8.54 | 8 |