Over 2017 to 2025 (9 years of data), MARUSUSD has tended to move long between 22.08 and 15.09, closing higher in 100.0% of those years for an average +4.50% move and an annualized Sharpe of 5.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 15.09 | Long | 100.0% | +4.50% | 5.13 | 8 |
| 22.08 → 14.09 | Long | 100.0% | +4.33% | 5.94 | 8 |
| 22.08 → 12.09 | Long | 100.0% | +4.06% | 6.95 | 8 |
| 21.08 → 12.09 | Long | 100.0% | +3.92% | 4.26 | 8 |
| 27.08 → 16.09 | Long | 100.0% | +3.86% | 4.79 | 8 |
| 22.08 → 13.09 | Long | 100.0% | +3.69% | 4.97 | 8 |
| 22.08 → 11.09 | Long | 100.0% | +3.27% | 10.27 | 8 |
| 21.08 → 11.09 | Long | 100.0% | +3.11% | 5.96 | 8 |