Over 2017 to 2025 (9 years of data), MCKUSUSD has tended to move long between 27.07 and 04.08, closing higher in 87.5% of those years for an average +1.86% move and an annualized Sharpe of 6.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.07 → 04.08 | Long | 87.5% | +1.86% | 6.99 | 8 |
| 23.07 → 04.08 | Long | 87.5% | +1.67% | 3.53 | 8 |
| 23.07 → 03.08 | Long | 75.0% | +1.94% | 3.38 | 8 |
| 28.07 → 03.08 | Long | 75.0% | +1.94% | 5.32 | 8 |
| 22.07 → 04.08 | Long | 75.0% | +1.93% | 3.65 | 8 |
| 27.07 → 01.08 | Long | 75.0% | +1.90% | 5.94 | 8 |
| 23.07 → 02.08 | Long | 75.0% | +1.88% | 2.81 | 8 |
| 28.07 → 02.08 | Long | 75.0% | +1.84% | 6.27 | 8 |