United States
Over 2017 to 2025 (9 years of data), MRKUSUSD has tended to move long between 08.10 and 05.12, closing higher in 77.8% of those years for an average +5.23% move and an annualized Sharpe of 1.43.
Best window
08.10 - 05.12
Direction
Long
Win rate
77.8%
Avg return
+5.23%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 05.12 | Long | 77.8% | +5.23% | 1.43 | 9 |
| 08.10 → 03.12 | Long | 77.8% | +5.16% | 1.33 | 9 |
| 11.10 → 05.12 | Long | 77.8% |
| +5.09% |
| 1.39 |
| 9 |
| 07.10 → 05.12 | Long | 77.8% | +5.07% | 1.26 | 9 |
| 08.10 → 04.12 | Long | 77.8% | +5.04% | 1.33 | 9 |
| 09.10 → 05.12 | Long | 77.8% | +5.04% | 1.36 | 9 |
| 11.10 → 03.12 | Long | 77.8% | +5.02% | 1.29 | 9 |
| 07.10 → 03.12 | Long | 77.8% | +4.99% | 1.19 | 9 |