Over 2022 to 2025 (4 years of data), MDBUSUSD has tended to move long between 12.07 and 29.07, closing higher in 100.0% of those years for an average +9.27% move and an annualized Sharpe of 5.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.07 | Long | 100.0% | +9.27% | 5.97 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +9.02% | 6.80 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +8.10% | 5.47 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +7.82% | 9.77 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +7.56% | 5.01 | 4 |
| 12.07 → 23.07 | Long | 100.0% | +7.47% | 8.77 | 4 |
| 12.07 → 20.07 | Long | 100.0% | +6.83% | 11.06 | 4 |
| 11.07 → 29.07 | Long | 100.0% | +6.65% | 3.70 | 4 |