Over 2022 to 2025 (4 years of data), MPWUSUSD has tended to move long between 09.07 and 25.07, closing higher in 100.0% of those years for an average +12.85% move and an annualized Sharpe of 7.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 25.07 | Long | 100.0% | +12.85% | 7.73 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +12.58% | 6.66 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +12.27% | 5.86 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +12.10% | 6.62 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +11.96% | 5.91 | 4 |
| 09.07 → 24.07 | Long | 100.0% | +11.90% | 8.46 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +11.84% | 5.71 | 4 |
| 08.07 → 25.07 | Long | 100.0% | +11.62% | 7.00 | 4 |