United States
Over 2022 to 2025 (4 years of data), MLMUSUSD has tended to move long between 08.10 and 25.11, closing higher in 75.0% of those years for an average +10.14% move and an annualized Sharpe of 3.91.
Best window
08.10 - 25.11
Direction
Long
Win rate
75.0%
Avg return
+10.14%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 25.11 | Long | 75.0% | +10.14% | 3.91 | 4 |
| 09.10 → 25.11 | Long | 75.0% | +9.59% | 3.60 | 4 |
| 05.10 → 25.11 | Long | 75.0% |
| +9.54% |
| 3.53 |
| 4 |
| 10.10 → 25.11 | Long | 75.0% | +9.52% | 3.84 | 4 |
| 08.10 → 10.11 | Long | 75.0% | +9.49% | 4.03 | 4 |
| 08.10 → 11.11 | Long | 75.0% | +9.47% | 4.08 | 4 |
| 06.10 → 25.11 | Long | 75.0% | +9.42% | 3.54 | 4 |
| 08.10 → 01.12 | Long | 75.0% | +9.39% | 3.57 | 4 |