Over 2011 to 2025 (15 years of data), MHGNONOK has tended to move long between 11.07 and 14.07, closing higher in 86.7% of those years for an average +0.67% move and an annualized Sharpe of 2.26.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 14.07 | Long | 86.7% | +0.67% | 2.26 | 15 |
| 10.07 → 19.07 | Long | 80.0% | +1.52% | 1.49 | 15 |
| 10.07 → 22.07 | Long | 80.0% | +1.50% | 1.43 | 15 |
| 11.07 → 19.07 | Long | 80.0% | +1.49% | 1.79 | 15 |
| 11.07 → 22.07 | Long | 80.0% | +1.47% | 1.71 | 15 |
| 10.07 → 21.07 | Long | 80.0% | +1.19% | 1.24 | 15 |
| 11.07 → 21.07 | Long | 80.0% | +1.17% | 1.49 | 15 |
| 12.07 → 22.07 | Long | 80.0% | +1.06% | 1.31 | 15 |