United States
Over 2017 to 2025 (9 years of data), MARUSUSD has tended to move long between 12.10 and 25.11, closing higher in 100.0% of those years for an average +11.81% move and an annualized Sharpe of 3.97.
Best window
12.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+11.81%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 25.11 | Long | 100.0% | +11.81% | 3.97 | 9 |
| 12.10 → 24.11 | Long | 100.0% | +11.63% | 3.88 | 9 |
| 11.10 → 25.11 | Long | 100.0% |
| +11.57% |
| 3.79 |
| 9 |
| 11.10 → 24.11 | Long | 100.0% | +11.38% | 3.70 | 9 |
| 10.10 → 25.11 | Long | 100.0% | +11.17% | 3.61 | 9 |
| 10.10 → 24.11 | Long | 100.0% | +11.00% | 3.47 | 9 |
| 12.10 → 23.11 | Long | 100.0% | +10.54% | 4.33 | 9 |
| 11.10 → 23.11 | Long | 100.0% | +10.30% | 4.11 | 9 |