Over 2017 to 2025 (9 years of data), MGMUSUSD has tended to move short between 22.07 and 03.08, closing higher in 87.5% of those years for an average +5.60% move and an annualized Sharpe of 3.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 03.08 | Short | 87.5% | +5.60% | 3.52 | 8 |
| 27.07 → 03.08 | Short | 75.0% | +4.86% | 4.07 | 8 |
| 23.07 → 03.08 | Short | 75.0% | +4.75% | 3.10 | 8 |
| 26.07 → 03.08 | Short | 75.0% | +4.64% | 3.62 | 8 |
| 22.07 → 04.08 | Short | 75.0% | +4.54% | 2.45 | 8 |
| 22.07 → 02.08 | Short | 75.0% | +4.15% | 3.17 | 8 |
| 24.07 → 03.08 | Short | 75.0% | +4.14% | 2.75 | 8 |
| 25.07 → 03.08 | Short | 75.0% | +3.89% | 2.96 | 8 |