United States
Over 2017 to 2025 (9 years of data), MDLZUSUSD has tended to move long between 09.10 and 18.10, closing higher in 87.5% of those years for an average +0.95% move and an annualized Sharpe of 2.40.
Best window
09.10 - 18.10
Direction
Long
Win rate
87.5%
Avg return
+0.95%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 18.10 | Long | 87.5% | +0.95% | 2.40 | 8 |
| 06.10 → 12.10 | Short | 75.0% | +1.06% | 3.27 | 8 |
| 12.10 → 22.10 | Long | 75.0% |
| +0.93% |
| 2.33 |
| 8 |
| 12.10 → 17.10 | Long | 75.0% | +0.88% | 7.53 | 8 |
| 12.10 → 16.10 | Long | 75.0% | +0.78% | 7.12 | 8 |
| 10.10 → 18.10 | Long | 75.0% | +0.76% | 1.95 | 8 |
| 06.10 → 23.10 | Short | 75.0% | +0.72% | 1.28 | 8 |
| 06.10 → 11.10 | Short | 75.0% | +0.69% | 2.97 | 8 |