United States
Over 2017 to 2025 (9 years of data), MGMUSUSD has tended to move long between 09.10 and 22.10, closing higher in 100.0% of those years for an average +3.52% move and an annualized Sharpe of 7.71.
Best window
09.10 - 22.10
Direction
Long
Win rate
100.0%
Avg return
+3.52%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 22.10 | Long | 100.0% | +3.52% | 7.71 | 8 |
| 11.10 → 15.11 | Long | 88.9% | +8.27% | 2.91 | 9 |
| 11.10 → 14.11 | Long | 88.9% |
| +8.16% |
| 3.08 |
| 9 |
| 11.10 → 16.11 | Long | 88.9% | +8.14% | 2.86 | 9 |
| 11.10 → 22.11 | Long | 88.9% | +7.84% | 2.84 | 9 |
| 11.10 → 21.11 | Long | 88.9% | +7.79% | 2.89 | 9 |
| 11.10 → 08.11 | Long | 88.9% | +7.41% | 3.87 | 9 |
| 11.10 → 13.11 | Long | 88.9% | +7.39% | 3.00 | 9 |