Over 2017 to 2025 (9 years of data), MOUSUSD has tended to move long between 13.07 and 28.07, closing higher in 100.0% of those years for an average +2.64% move and an annualized Sharpe of 5.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 100.0% | +2.64% | 5.69 | 8 |
| 16.07 → 29.07 | Long | 100.0% | +2.27% | 7.41 | 8 |
| 16.07 → 28.07 | Long | 100.0% | +2.23% | 6.01 | 8 |
| 15.07 → 29.07 | Long | 100.0% | +2.22% | 6.20 | 8 |
| 15.07 → 28.07 | Long | 100.0% | +2.18% | 6.23 | 8 |
| 17.07 → 25.07 | Long | 100.0% | +1.75% | 9.18 | 8 |
| 17.07 → 24.07 | Long | 100.0% | +1.65% | 10.46 | 8 |
| 11.07 → 29.07 | Long | 87.5% | +3.17% | 5.67 | 8 |