United States
Over 2022 to 2025 (4 years of data), MPWRUSUSD has tended to move short between 07.10 and 20.11, closing higher in 75.0% of those years for an average +8.48% move and an annualized Sharpe of 1.16.
Best window
07.10 - 20.11
Direction
Short
Win rate
75.0%
Avg return
+8.48%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 20.11 | Short | 75.0% | +8.48% | 1.16 | 4 |
| 07.10 → 21.11 | Short | 75.0% | +8.30% | 1.20 | 4 |
| 10.10 → 09.11 | Short | 75.0% |
| +7.76% |
| 2.15 |
| 4 |
| 07.10 → 28.11 | Short | 75.0% | +7.70% | 1.00 | 4 |
| 07.10 → 27.11 | Short | 75.0% | +7.52% | 0.97 | 4 |
| 07.10 → 29.11 | Short | 75.0% | +7.26% | 0.93 | 4 |
| 07.10 → 18.11 | Short | 75.0% | +7.21% | 1.05 | 4 |
| 07.10 → 26.11 | Short | 75.0% | +7.20% | 0.96 | 4 |