Over 2021 to 2025 (5 years of data), MKRUSD has tended to move long between 12.07 and 29.07, closing higher in 100.0% of those years for an average +25.45% move and an annualized Sharpe of 9.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.07 | Long | 100.0% | +25.45% | 9.53 | 4 |
| 12.07 → 28.07 | Long | 100.0% | +25.36% | 7.71 | 4 |
| 11.07 → 29.07 | Long | 100.0% | +24.65% | 10.40 | 4 |
| 11.07 → 28.07 | Long | 100.0% | +24.43% | 8.56 | 4 |
| 12.07 → 31.07 | Long | 100.0% | +23.83% | 6.11 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +23.11% | 6.00 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +22.87% | 8.17 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +22.87% | 10.84 | 4 |