Over 2018 to 2025 (8 years of data), MPCUSUSD has tended to move long between 09.07 and 28.08, closing higher in 87.5% of those years for an average +8.47% move and an annualized Sharpe of 1.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.08 | Long | 87.5% | +8.47% | 1.93 | 8 |
| 09.07 → 30.08 | Long | 87.5% | +8.05% | 2.06 | 8 |
| 09.07 → 29.08 | Long | 87.5% | +7.82% | 1.93 | 8 |
| 07.07 → 30.08 | Long | 87.5% | +7.80% | 2.07 | 8 |
| 07.07 → 29.08 | Long | 87.5% | +7.58% | 1.91 | 8 |
| 08.07 → 01.09 | Long | 87.5% | +7.16% | 1.73 | 8 |
| 09.07 → 27.08 | Long | 87.5% | +7.10% | 1.52 | 8 |
| 10.07 → 28.08 | Long | 75.0% | +9.21% | 2.05 | 8 |