Over 2017 to 2025 (9 years of data), MCDUSUSD has tended to move long between 22.07 and 09.09, closing higher in 87.5% of those years for an average +4.35% move and an annualized Sharpe of 2.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 09.09 | Long | 87.5% | +4.35% | 2.15 | 8 |
| 21.07 → 09.09 | Long | 87.5% | +4.26% | 2.01 | 8 |
| 22.07 → 08.09 | Long | 87.5% | +4.22% | 2.15 | 8 |
| 21.07 → 08.09 | Long | 87.5% | +4.13% | 2.01 | 8 |
| 22.07 → 21.08 | Long | 87.5% | +4.13% | 2.89 | 8 |
| 22.07 → 22.08 | Long | 87.5% | +4.13% | 2.80 | 8 |
| 22.07 → 02.09 | Long | 87.5% | +4.06% | 2.20 | 8 |
| 22.07 → 25.08 | Long | 87.5% | +4.05% | 2.77 | 8 |