Over 2017 to 2025 (9 years of data), MGMUSUSD has tended to move long between 07.07 and 21.07, closing higher in 87.5% of those years for an average +4.62% move and an annualized Sharpe of 4.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.07 | Long | 87.5% | +4.62% | 4.83 | 8 |
| 07.07 → 20.07 | Long | 87.5% | +4.55% | 4.79 | 8 |
| 13.07 → 02.08 | Short | 87.5% | +4.35% | 1.64 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +4.07% | 4.15 | 8 |
| 08.07 → 22.07 | Long | 87.5% | +3.73% | 3.65 | 8 |
| 13.07 → 03.08 | Short | 87.5% | +3.72% | 1.22 | 8 |
| 07.07 → 13.07 | Long | 87.5% | +3.55% | 6.09 | 8 |
| 12.07 → 02.08 | Short | 87.5% | +3.41% | 1.22 | 8 |