United States
Over 2022 to 2025 (4 years of data), MKLUSUSD has tended to move short between 06.10 and 23.10, closing higher in 100.0% of those years for an average +1.65% move and an annualized Sharpe of 8.86.
Best window
06.10 - 23.10
Direction
Short
Win rate
100.0%
Avg return
+1.65%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 23.10 | Short | 100.0% | +1.65% | 8.86 | 4 |
| 11.10 → 30.10 | Long | 100.0% | +1.53% | 3.56 | 4 |
| 10.10 → 23.10 | Short | 100.0% |
| +1.45% |
| 9.37 |
| 4 |
| 06.10 → 22.10 | Short | 100.0% | +1.42% | 8.09 | 4 |
| 06.10 → 20.10 | Short | 100.0% | +1.26% | 6.07 | 4 |
| 06.10 → 21.10 | Short | 100.0% | +1.26% | 10.75 | 4 |
| 07.10 → 21.10 | Short | 100.0% | +1.07% | 6.91 | 4 |
| 12.10 → 01.12 | Long | 75.0% | +8.96% | 3.07 | 4 |