Over 2022 to 2025 (4 years of data), MDBUSUSD has tended to move long between 21.08 and 30.08, closing higher in 100.0% of those years for an average +17.59% move and an annualized Sharpe of 6.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 30.08 | Long | 100.0% | +17.59% | 6.07 | 4 |
| 22.08 → 30.08 | Long | 100.0% | +17.08% | 5.97 | 4 |
| 20.08 → 30.08 | Long | 100.0% | +16.57% | 5.90 | 4 |
| 16.08 → 26.08 | Short | 100.0% | +2.68% | 9.60 | 4 |
| 17.08 → 26.08 | Short | 100.0% | +1.53% | 17.73 | 4 |
| 21.08 → 11.09 | Long | 75.0% | +17.45% | 2.87 | 4 |
| 21.08 → 31.08 | Long | 75.0% | +17.39% | 5.58 | 4 |
| 21.08 → 10.09 | Long | 75.0% | +17.31% | 2.86 | 4 |