Over 2022 to 2025 (4 years of data), MKLUSUSD has tended to move long between 12.07 and 30.07, closing higher in 100.0% of those years for an average +3.75% move and an annualized Sharpe of 5.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 30.07 | Long | 100.0% | +3.75% | 5.82 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +3.52% | 4.24 | 4 |
| 10.07 → 30.07 | Long | 100.0% | +3.35% | 5.20 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +3.32% | 8.08 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +3.32% | 7.53 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +3.30% | 6.23 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +3.28% | 4.44 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +3.08% | 5.46 | 4 |