United States
Over 2018 to 2025 (8 years of data), MPCUSUSD has tended to move long between 09.10 and 13.11, closing higher in 87.5% of those years for an average +2.63% move and an annualized Sharpe of 0.72.
Best window
09.10 - 13.11
Direction
Long
Win rate
87.5%
Avg return
+2.63%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 13.11 | Long | 87.5% | +2.63% | 0.72 | 8 |
| 11.10 → 14.11 | Long | 75.0% | +5.78% | 1.22 | 8 |
| 05.10 → 14.11 | Long | 75.0% |
| +5.74% |
| 0.96 |
| 8 |
| 11.10 → 15.11 | Long | 75.0% | +5.64% | 1.21 | 8 |
| 05.10 → 15.11 | Long | 75.0% | +5.61% | 0.94 | 8 |
| 06.10 → 14.11 | Long | 75.0% | +5.14% | 0.96 | 8 |
| 08.10 → 14.11 | Long | 75.0% | +5.04% | 0.95 | 8 |
| 05.10 → 16.11 | Long | 75.0% | +5.03% | 0.84 | 8 |