United States
Over 2022 to 2025 (4 years of data), MDBUSUSD has tended to move long between 09.10 and 08.12, closing higher in 100.0% of those years for an average +18.99% move and an annualized Sharpe of 3.54.
Best window
09.10 - 08.12
Direction
Long
Win rate
100.0%
Avg return
+18.99%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 08.12 | Long | 100.0% | +18.99% | 3.54 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +16.87% | 4.15 | 4 |
| 11.10 → 08.12 | Long | 100.0% |
| +16.76% |
| 3.67 |
| 4 |
| 10.10 → 09.12 | Long | 100.0% | +16.47% | 3.66 | 4 |
| 10.10 → 08.12 | Long | 100.0% | +16.29% | 3.47 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +14.78% | 2.82 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +3.71% | 7.95 | 4 |
| 10.10 → 22.10 | Short | 100.0% | +3.08% | 17.73 | 4 |