United States
Over 2017 to 2025 (9 years of data), MDLZUSUSD has tended to move short between 18.09 and 24.10, closing higher in 100.0% of those years for an average +4.12% move and an annualized Sharpe of 4.99.
Best window
18.09 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+4.12%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.09 → 24.10 | Short | 100.0% | +4.12% | 4.99 | 8 |
| 18.09 → 25.10 | Short | 100.0% | +4.07% | 4.33 | 8 |
| 18.09 → 23.10 | Short | 100.0% |
| +4.05% |
| 3.95 |
| 8 |
| 18.09 → 21.10 | Short | 100.0% | +3.95% | 3.84 | 8 |
| 17.09 → 24.10 | Short | 100.0% | +3.88% | 4.25 | 8 |
| 20.09 → 24.10 | Short | 100.0% | +3.84% | 5.06 | 8 |
| 17.09 → 25.10 | Short | 100.0% | +3.83% | 3.78 | 8 |
| 18.09 → 08.10 | Short | 100.0% | +3.83% | 4.37 | 8 |