United States
Over 2022 to 2025 (4 years of data), MPWUSUSD has tended to move short between 06.10 and 22.10, closing higher in 100.0% of those years for an average +11.59% move and an annualized Sharpe of 15.54.
Best window
06.10 - 22.10
Direction
Short
Win rate
100.0%
Avg return
+11.59%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 22.10 | Short | 100.0% | +11.59% | 15.54 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +11.55% | 15.33 | 4 |
| 06.10 → 21.10 | Short |
| 100.0% |
| +11.42% |
| 15.91 |
| 4 |
| 06.10 → 25.10 | Short | 100.0% | +11.37% | 8.87 | 4 |
| 06.10 → 09.11 | Short | 100.0% | +10.76% | 5.11 | 4 |
| 06.10 → 24.10 | Short | 100.0% | +9.74% | 19.27 | 4 |
| 06.10 → 19.10 | Short | 100.0% | +9.25% | 9.49 | 4 |
| 06.10 → 20.10 | Short | 100.0% | +9.02% | 9.23 | 4 |