United States
Over 2022 to 2025 (4 years of data), MKSIUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +14.17% move and an annualized Sharpe of 2.92.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+14.17%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +14.17% | 2.92 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +14.15% | 2.95 | 4 |
| 11.10 → 10.12 | Long | 100.0% |
| +13.65% |
| 2.33 |
| 4 |
| 08.10 → 04.12 | Long | 100.0% | +13.34% | 4.11 | 4 |
| 08.10 → 03.12 | Long | 100.0% | +13.32% | 4.15 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +13.27% | 2.89 | 4 |
| 11.10 → 09.12 | Long | 100.0% | +13.25% | 2.39 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +13.11% | 2.48 | 4 |