United States
Over 2017 to 2025 (9 years of data), MCKUSUSD has tended to move long between 05.10 and 08.11, closing higher in 100.0% of those years for an average +11.06% move and an annualized Sharpe of 4.32.
Best window
05.10 - 08.11
Direction
Long
Win rate
100.0%
Avg return
+11.06%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 08.11 | Long | 100.0% | +11.06% | 4.32 | 9 |
| 07.10 → 17.10 | Long | 100.0% | +4.92% | 6.41 | 8 |
| 05.10 → 18.10 | Long | 100.0% |
| +4.90% |
| 5.01 |
| 8 |
| 05.10 → 17.10 | Long | 100.0% | +4.72% | 5.44 | 8 |
| 06.10 → 17.10 | Long | 100.0% | +4.64% | 5.55 | 8 |
| 08.10 → 17.10 | Long | 100.0% | +4.51% | 5.79 | 8 |
| 07.10 → 16.10 | Long | 100.0% | +4.46% | 7.91 | 8 |
| 05.10 → 19.10 | Long | 100.0% | +4.42% | 5.58 | 8 |