Over 2022 to 2025 (4 years of data), MLMUSUSD has tended to move long between 25.07 and 15.08, closing higher in 100.0% of those years for an average +6.00% move and an annualized Sharpe of 5.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 15.08 | Long | 100.0% | +6.00% | 5.43 | 4 |
| 25.07 → 05.08 | Long | 100.0% | +5.81% | 14.22 | 4 |
| 25.07 → 04.08 | Long | 100.0% | +5.49% | 10.91 | 4 |
| 25.07 → 02.08 | Long | 100.0% | +5.32% | 18.17 | 4 |
| 25.07 → 03.08 | Long | 100.0% | +5.00% | 12.92 | 4 |
| 25.07 → 06.08 | Long | 100.0% | +4.87% | 9.95 | 4 |
| 25.07 → 08.08 | Long | 100.0% | +4.84% | 8.66 | 4 |
| 25.07 → 23.08 | Long | 100.0% | +4.66% | 5.82 | 4 |