Over 2022 to 2025 (4 years of data), MDTUSUSD has tended to move long between 22.07 and 11.09, closing higher in 75.0% of those years for an average +2.93% move and an annualized Sharpe of 0.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 11.09 | Long | 75.0% | +2.93% | 0.99 | 4 |
| 22.07 → 22.08 | Long | 75.0% | +2.67% | 1.58 | 4 |
| 22.07 → 12.09 | Long | 75.0% | +2.67% | 0.89 | 4 |
| 22.07 → 10.09 | Long | 75.0% | +2.63% | 0.88 | 4 |
| 22.07 → 14.09 | Long | 75.0% | +2.44% | 0.83 | 4 |
| 26.07 → 11.09 | Long | 75.0% | +2.44% | 0.84 | 4 |
| 22.07 → 15.09 | Long | 75.0% | +2.39% | 0.80 | 4 |
| 23.07 → 11.09 | Long | 75.0% | +2.34% | 0.80 | 4 |