Over 2017 to 2025 (9 years of data), MDLZUSUSD has tended to move short between 25.08 and 24.10, closing higher in 100.0% of those years for an average +4.21% move and an annualized Sharpe of 4.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 24.10 | Short | 100.0% | +4.21% | 4.57 | 8 |
| 25.08 → 23.10 | Short | 100.0% | +4.15% | 3.62 | 8 |
| 22.08 → 21.10 | Short | 100.0% | +4.10% | 2.50 | 8 |
| 24.08 → 23.10 | Short | 100.0% | +4.04% | 3.11 | 8 |
| 25.08 → 21.10 | Short | 100.0% | +4.03% | 2.91 | 8 |
| 27.08 → 26.10 | Short | 100.0% | +3.96% | 4.04 | 8 |
| 24.08 → 21.10 | Short | 100.0% | +3.92% | 2.56 | 8 |
| 27.08 → 24.10 | Short | 100.0% | +3.92% | 4.33 | 8 |