United States
Over 2022 to 2025 (4 years of data), MIDDUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +9.44% move and an annualized Sharpe of 16.37.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+9.44%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +9.44% | 16.37 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +6.47% | 4.29 | 4 |
| 10.10 → 17.10 | Long | 100.0% |
| +3.32% |
| 8.65 |
| 4 |
| 10.10 → 16.10 | Long | 100.0% | +2.57% | 7.82 | 4 |
| 10.10 → 15.10 | Long | 100.0% | +2.32% | 8.64 | 4 |
| 10.10 → 09.12 | Long | 75.0% | +7.04% | 3.00 | 4 |
| 09.10 → 08.12 | Long | 75.0% | +6.82% | 2.26 | 4 |
| 10.10 → 08.12 | Long | 75.0% | +6.52% | 2.75 | 4 |