United States
Over 2022 to 2025 (4 years of data), MASIUSUSD has tended to move long between 11.10 and 25.11, closing higher in 100.0% of those years for an average +13.43% move and an annualized Sharpe of 4.27.
Best window
11.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+13.43%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.11 | Long | 100.0% | +13.43% | 4.27 | 4 |
| 11.10 → 24.11 | Long | 100.0% | +12.56% | 3.93 | 4 |
| 11.10 → 01.12 | Long | 100.0% |
| +12.55% |
| 4.16 |
| 4 |
| 11.10 → 23.11 | Long | 100.0% | +12.14% | 3.79 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +11.52% | 3.87 | 4 |
| 11.10 → 22.11 | Long | 100.0% | +11.02% | 4.02 | 4 |
| 11.10 → 21.11 | Long | 100.0% | +10.93% | 5.14 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +10.93% | 3.61 | 4 |