Over 2017 to 2025 (9 years of data), MCKUSUSD has tended to move long between 13.07 and 03.08, closing higher in 87.5% of those years for an average +4.16% move and an annualized Sharpe of 2.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 03.08 | Long | 87.5% | +4.16% | 2.99 | 8 |
| 12.07 → 03.08 | Long | 87.5% | +4.06% | 2.99 | 8 |
| 11.07 → 03.08 | Long | 87.5% | +4.04% | 3.05 | 8 |
| 13.07 → 04.08 | Long | 87.5% | +3.58% | 2.61 | 8 |
| 12.07 → 04.08 | Long | 87.5% | +3.47% | 2.66 | 8 |
| 11.07 → 04.08 | Long | 87.5% | +3.44% | 2.83 | 8 |
| 11.07 → 16.07 | Long | 87.5% | +0.80% | 2.50 | 8 |
| 08.07 → 18.07 | Short | 87.5% | +0.19% | 0.43 | 8 |