Over 2017 to 2025 (9 years of data), MMMUSUSD has tended to move long between 08.07 and 16.07, closing higher in 100.0% of those years for an average +2.57% move and an annualized Sharpe of 10.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 16.07 | Long | 100.0% | +2.57% | 10.83 | 9 |
| 07.07 → 19.07 | Long | 100.0% | +2.56% | 8.10 | 9 |
| 08.07 → 15.07 | Long | 100.0% | +2.45% | 9.45 | 9 |
| 07.07 → 16.07 | Long | 100.0% | +2.44% | 10.60 | 9 |
| 08.07 → 14.07 | Long | 100.0% | +2.39% | 14.81 | 9 |
| 07.07 → 15.07 | Long | 100.0% | +2.32% | 10.27 | 9 |
| 07.07 → 20.07 | Long | 100.0% | +2.28% | 6.11 | 9 |
| 07.07 → 14.07 | Long | 100.0% | +2.27% | 12.95 | 9 |