Over 2022 to 2025 (4 years of data), MHKUSUSD has tended to move long between 07.07 and 26.07, closing higher in 100.0% of those years for an average +20.64% move and an annualized Sharpe of 5.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.07 | Long | 100.0% | +20.64% | 5.84 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +19.44% | 5.60 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +18.64% | 4.70 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +18.20% | 5.71 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +17.44% | 4.51 | 4 |
| 10.07 → 26.07 | Long | 100.0% | +17.44% | 5.19 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +17.38% | 4.09 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +16.98% | 3.66 | 4 |