Over 2022 to 2025 (4 years of data), MPWUSUSD has tended to move short between 22.08 and 13.10, closing higher in 75.0% of those years for an average +10.75% move and an annualized Sharpe of 1.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 13.10 | Short | 75.0% | +10.75% | 1.39 | 4 |
| 27.08 → 12.09 | Long | 75.0% | +10.63% | 3.67 | 4 |
| 22.08 → 14.10 | Short | 75.0% | +10.54% | 1.30 | 4 |
| 22.08 → 12.10 | Short | 75.0% | +9.90% | 1.34 | 4 |
| 28.08 → 12.09 | Long | 75.0% | +9.88% | 3.65 | 4 |
| 24.08 → 12.09 | Long | 75.0% | +9.55% | 3.32 | 4 |
| 27.08 → 05.09 | Long | 75.0% | +4.23% | 4.69 | 4 |
| 23.08 → 05.09 | Long | 75.0% | +3.93% | 3.02 | 4 |