Over 2017 to 2025 (9 years of data), MCDUSUSD has tended to move long between 07.07 and 16.07, closing higher in 100.0% of those years for an average +1.38% move and an annualized Sharpe of 11.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Long | 100.0% | +1.38% | 11.05 | 8 |
| 09.07 → 28.08 | Long | 87.5% | +5.51% | 2.23 | 8 |
| 09.07 → 07.09 | Long | 87.5% | +5.50% | 2.04 | 8 |
| 09.07 → 21.08 | Long | 87.5% | +5.44% | 2.37 | 8 |
| 09.07 → 02.09 | Long | 87.5% | +5.43% | 1.94 | 8 |
| 10.07 → 28.08 | Long | 87.5% | +5.43% | 2.13 | 8 |
| 10.07 → 07.09 | Long | 87.5% | +5.43% | 1.93 | 8 |
| 08.07 → 28.08 | Long | 87.5% | +5.42% | 2.34 | 8 |