United States
Over 2022 to 2025 (4 years of data), MOHUSUSD has tended to move long between 11.10 and 14.10, closing higher in 100.0% of those years for an average +2.70% move and an annualized Sharpe of 12.86.
Best window
11.10 - 14.10
Direction
Long
Win rate
100.0%
Avg return
+2.70%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 100.0% | +2.70% | 12.86 | 4 |
| 10.10 → 17.11 | Short | 75.0% | +12.08% | 2.84 | 4 |
| 10.10 → 19.11 | Short | 75.0% |
| +12.06% |
| 2.73 |
| 4 |
| 08.10 → 17.11 | Short | 75.0% | +11.64% | 2.51 | 4 |
| 08.10 → 19.11 | Short | 75.0% | +11.64% | 2.42 | 4 |
| 07.10 → 17.11 | Short | 75.0% | +11.62% | 2.53 | 4 |
| 07.10 → 19.11 | Short | 75.0% | +11.61% | 2.43 | 4 |
| 06.10 → 17.11 | Short | 75.0% | +11.60% | 2.39 | 4 |