Over 2022 to 2025 (4 years of data), MKTXUSUSD has tended to move long between 21.08 and 25.08, closing higher in 100.0% of those years for an average +1.24% move and an annualized Sharpe of 7.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.08 | Long | 100.0% | +1.24% | 7.82 | 4 |
| 22.08 → 25.08 | Long | 100.0% | +1.13% | 14.59 | 4 |
| 23.08 → 27.09 | Short | 75.0% | +6.70% | 2.16 | 4 |
| 22.08 → 27.09 | Short | 75.0% | +6.65% | 2.01 | 4 |
| 21.08 → 27.09 | Short | 75.0% | +6.48% | 1.80 | 4 |
| 24.08 → 27.09 | Short | 75.0% | +6.40% | 2.27 | 4 |
| 23.08 → 30.09 | Short | 75.0% | +5.80% | 1.94 | 4 |
| 22.08 → 30.09 | Short | 75.0% | +5.75% | 1.81 | 4 |