United States
Over 2017 to 2025 (9 years of data), MMMUSUSD has tended to move long between 11.10 and 05.12, closing higher in 100.0% of those years for an average +6.57% move and an annualized Sharpe of 2.87.
Best window
11.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+6.57%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 05.12 | Long | 100.0% | +6.57% | 2.87 | 9 |
| 12.10 → 17.10 | Long | 100.0% | +2.12% | 10.56 | 9 |
| 11.10 → 29.11 | Long | 88.9% |
| +7.19% |
| 3.26 |
| 9 |
| 11.10 → 04.12 | Long | 88.9% | +7.07% | 2.84 | 9 |
| 11.10 → 06.12 | Long | 88.9% | +6.97% | 2.96 | 9 |
| 12.10 → 29.11 | Long | 88.9% | +6.97% | 3.23 | 9 |
| 11.10 → 15.11 | Long | 88.9% | +6.94% | 3.38 | 9 |
| 12.10 → 04.12 | Long | 88.9% | +6.86% | 2.72 | 9 |