Over 2022 to 2025 (4 years of data), MPWRUSUSD has tended to move long between 07.07 and 13.08, closing higher in 100.0% of those years for an average +15.53% move and an annualized Sharpe of 3.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 13.08 | Long | 100.0% | +15.53% | 3.07 | 4 |
| 07.07 → 14.08 | Long | 100.0% | +15.06% | 2.68 | 4 |
| 07.07 → 22.08 | Long | 100.0% | +14.43% | 3.39 | 4 |
| 08.07 → 13.08 | Long | 100.0% | +13.08% | 3.41 | 4 |
| 08.07 → 14.08 | Long | 100.0% | +12.58% | 2.88 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +12.57% | 3.15 | 4 |
| 07.07 → 29.08 | Long | 100.0% | +12.25% | 3.80 | 4 |
| 08.07 → 22.08 | Long | 100.0% | +12.11% | 3.95 | 4 |