Over 2017 to 2025 (9 years of data), MOUSUSD has tended to move long between 10.07 and 28.07, closing higher in 87.5% of those years for an average +3.56% move and an annualized Sharpe of 4.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 28.07 | Long | 87.5% | +3.56% | 4.84 | 8 |
| 09.07 → 29.07 | Long | 87.5% | +3.54% | 4.27 | 8 |
| 10.07 → 26.07 | Long | 87.5% | +3.21% | 4.89 | 8 |
| 10.07 → 27.07 | Long | 87.5% | +2.99% | 4.05 | 8 |
| 12.07 → 28.07 | Long | 87.5% | +2.98% | 6.13 | 8 |
| 12.07 → 29.07 | Long | 87.5% | +2.71% | 4.33 | 8 |
| 10.07 → 24.07 | Long | 87.5% | +2.67% | 4.77 | 8 |
| 13.07 → 26.07 | Long | 87.5% | +2.64% | 5.62 | 8 |