Over 2017 to 2025 (9 years of data), MDLZUSUSD has tended to move long between 11.07 and 28.07, closing higher in 100.0% of those years for an average +3.26% move and an annualized Sharpe of 6.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 100.0% | +3.26% | 6.02 | 8 |
| 12.07 → 28.07 | Long | 100.0% | +3.24% | 6.14 | 8 |
| 13.07 → 27.07 | Long | 100.0% | +3.21% | 5.44 | 8 |
| 12.07 → 27.07 | Long | 100.0% | +3.18% | 6.42 | 8 |
| 13.07 → 25.07 | Long | 100.0% | +3.16% | 7.86 | 8 |
| 12.07 → 25.07 | Long | 100.0% | +3.14% | 8.77 | 8 |
| 13.07 → 26.07 | Long | 100.0% | +3.02% | 6.52 | 8 |
| 12.07 → 26.07 | Long | 100.0% | +2.99% | 7.46 | 8 |