Over 2017 to 2025 (9 years of data), MOUSUSD has tended to move short between 21.08 and 30.09, closing higher in 100.0% of those years for an average +5.90% move and an annualized Sharpe of 4.03.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 30.09 | Short | 100.0% | +5.90% | 4.03 | 8 |
| 21.08 → 03.10 | Short | 100.0% | +5.46% | 4.32 | 8 |
| 21.08 → 01.10 | Short | 100.0% | +5.34% | 4.05 | 8 |
| 21.08 → 28.09 | Short | 100.0% | +4.72% | 3.38 | 8 |
| 21.08 → 12.10 | Short | 100.0% | +3.60% | 4.07 | 8 |
| 27.08 → 30.09 | Short | 87.5% | +6.96% | 3.38 | 8 |
| 27.08 → 03.10 | Short | 87.5% | +6.51% | 3.12 | 8 |
| 27.08 → 02.10 | Short | 87.5% | +6.44% | 2.88 | 8 |