Over 2022 to 2025 (4 years of data), MKTXUSUSD has tended to move long between 10.07 and 22.07, closing higher in 75.0% of those years for an average +6.07% move and an annualized Sharpe of 5.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 75.0% | +6.07% | 5.46 | 4 |
| 10.07 → 23.07 | Long | 75.0% | +6.05% | 5.69 | 4 |
| 10.07 → 28.07 | Long | 75.0% | +5.98% | 3.62 | 4 |
| 10.07 → 29.07 | Long | 75.0% | +5.94% | 4.00 | 4 |
| 11.07 → 22.07 | Long | 75.0% | +5.83% | 6.15 | 4 |
| 11.07 → 23.07 | Long | 75.0% | +5.82% | 6.41 | 4 |
| 11.07 → 28.07 | Long | 75.0% | +5.73% | 3.97 | 4 |
| 10.07 → 27.07 | Long | 75.0% | +5.72% | 3.55 | 4 |