Over 2022 to 2025 (4 years of data), MKLUSUSD has tended to move long between 25.07 and 29.07, closing higher in 100.0% of those years for an average +2.49% move and an annualized Sharpe of 19.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 29.07 | Long | 100.0% | +2.49% | 19.09 | 4 |
| 27.07 → 01.08 | Short | 100.0% | +2.37% | 11.49 | 4 |
| 25.07 → 31.07 | Long | 100.0% | +2.20% | 9.40 | 4 |
| 25.07 → 28.07 | Long | 100.0% | +1.96% | 15.14 | 4 |
| 22.07 → 29.07 | Long | 100.0% | +1.79% | 14.68 | 4 |
| 22.07 → 27.07 | Long | 100.0% | +1.67% | 15.31 | 4 |
| 22.07 → 30.07 | Long | 100.0% | +1.51% | 5.67 | 4 |
| 22.07 → 31.07 | Long | 100.0% | +1.50% | 6.14 | 4 |