United States
Over 2022 to 2025 (4 years of data), MDTUSUSD has tended to move short between 10.10 and 09.11, closing higher in 100.0% of those years for an average +3.95% move and an annualized Sharpe of 7.19.
Best window
10.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+3.95%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 09.11 | Short | 100.0% | +3.95% | 7.19 | 4 |
| 05.10 → 08.11 | Short | 100.0% | +3.91% | 5.73 | 4 |
| 06.10 → 08.11 | Short | 100.0% |
| +3.88% |
| 6.08 |
| 4 |
| 07.10 → 08.11 | Short | 100.0% | +3.84% | 5.97 | 4 |
| 11.10 → 09.11 | Short | 100.0% | +3.56% | 5.36 | 4 |
| 09.10 → 08.11 | Short | 100.0% | +3.41% | 5.85 | 4 |
| 10.10 → 08.11 | Short | 100.0% | +3.30% | 11.83 | 4 |
| 10.10 → 10.11 | Short | 100.0% | +3.02% | 5.33 | 4 |