Over 2022 to 2025 (4 years of data), MKSIUSUSD has tended to move short between 13.07 and 06.09, closing higher in 100.0% of those years for an average +11.54% move and an annualized Sharpe of 2.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 06.09 | Short | 100.0% | +11.54% | 2.87 | 4 |
| 13.07 → 05.09 | Short | 100.0% | +10.33% | 3.09 | 4 |
| 13.07 → 03.09 | Short | 100.0% | +9.84% | 2.89 | 4 |
| 13.07 → 04.09 | Short | 100.0% | +9.34% | 2.66 | 4 |
| 11.07 → 05.09 | Short | 100.0% | +8.71% | 2.28 | 4 |
| 08.07 → 06.09 | Short | 100.0% | +8.69% | 2.55 | 4 |
| 09.07 → 06.09 | Short | 100.0% | +8.51% | 2.40 | 4 |
| 13.07 → 02.09 | Short | 100.0% | +8.07% | 3.96 | 4 |