Over 2022 to 2025 (4 years of data), MIDDUSUSD has tended to move long between 11.07 and 27.07, closing higher in 100.0% of those years for an average +10.10% move and an annualized Sharpe of 6.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 27.07 | Long | 100.0% | +10.10% | 6.67 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +9.60% | 6.63 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +9.30% | 5.19 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +9.23% | 6.39 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +8.74% | 6.14 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +8.25% | 8.10 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +8.15% | 5.03 | 4 |
| 11.07 → 25.07 | Long | 100.0% | +7.79% | 7.07 | 4 |