Over 2011 to 2025 (15 years of data), MHGNONOK has tended to move long between 22.08 and 17.10, closing higher in 80.0% of those years for an average +3.57% move and an annualized Sharpe of 0.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 17.10 | Long | 80.0% | +3.57% | 0.56 | 15 |
| 22.08 → 19.10 | Long | 80.0% | +3.51% | 0.50 | 15 |
| 22.08 → 18.10 | Long | 80.0% | +3.21% | 0.47 | 15 |
| 21.08 → 17.10 | Long | 80.0% | +3.08% | 0.49 | 15 |
| 21.08 → 18.10 | Long | 80.0% | +2.73% | 0.39 | 15 |
| 19.08 → 18.10 | Long | 80.0% | +2.38% | 0.33 | 15 |
| 20.08 → 18.10 | Long | 80.0% | +2.30% | 0.33 | 15 |
| 22.08 → 21.10 | Long | 73.3% | +3.87% | 0.56 | 15 |