United States
Over 2017 to 2025 (9 years of data), MCDUSUSD has tended to move long between 07.10 and 10.10, closing higher in 100.0% of those years for an average +0.55% move and an annualized Sharpe of 13.84.
Best window
07.10 - 10.10
Direction
Long
Win rate
100.0%
Avg return
+0.55%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 10.10 | Long | 100.0% | +0.55% | 13.84 | 8 |
| 08.10 → 21.10 | Long | 75.0% | +2.26% | 3.58 | 8 |
| 07.10 → 21.10 | Long | 75.0% |
| +2.25% |
| 3.62 |
| 8 |
| 08.10 → 19.10 | Long | 75.0% | +2.25% | 4.46 | 8 |
| 07.10 → 19.10 | Long | 75.0% | +2.24% | 4.50 | 8 |
| 08.10 → 20.10 | Long | 75.0% | +2.06% | 3.70 | 8 |
| 07.10 → 20.10 | Long | 75.0% | +2.05% | 3.77 | 8 |
| 08.10 → 18.10 | Long | 75.0% | +1.98% | 4.11 | 8 |