Over 2022 to 2025 (4 years of data), MLMUSUSD has tended to move long between 10.07 and 03.08, closing higher in 100.0% of those years for an average +9.09% move and an annualized Sharpe of 5.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 03.08 | Long | 100.0% | +9.09% | 5.74 | 4 |
| 10.07 → 04.08 | Long | 100.0% | +9.03% | 6.22 | 4 |
| 10.07 → 15.08 | Long | 100.0% | +8.90% | 3.31 | 4 |
| 10.07 → 11.08 | Long | 100.0% | +8.89% | 3.54 | 4 |
| 07.07 → 03.08 | Long | 100.0% | +8.73% | 6.26 | 4 |
| 09.07 → 03.08 | Long | 100.0% | +8.73% | 6.72 | 4 |
| 07.07 → 04.08 | Long | 100.0% | +8.69% | 6.79 | 4 |
| 09.07 → 04.08 | Long | 100.0% | +8.68% | 7.59 | 4 |